Host Perry wore the claret-and-blue outfit, which featured the football team's crest over her nipples and Brand's nickname 'Rusty' embroidered over bottom, as one of a number of costume changes during the show.
Writing on his Twitter page, Brand wrote: "Wow. Now MY GIRLFRIEND has worn a West Ham basque while hosting the EMAs. What a day! I might revive Gandhi and ask if he wants to be mates.
"Yes I will be taking her to a game - West Ham Vs Everton. And, before it begins, no I won't be taking her up the Arsenal."
He added: "I'm off to meditate now, though unless enlightenment includes Richard Pryor and Bobby Moore caressing me to orgasm how can this be improved?"
West Ham take on Everton this Sunday at 3pm at Upton Park, where Brand is a season ticket holder.
Brand and Perry have been romantically linked since they met at this year's MTV VMAs.