Ivan Toney's headed equaliser ensured that Brentford returned back across London with a point that could have been turned into three had their finishing been more clinical.
It left Brentford five points behind fifth-placed Tottenham Hotspur with a game in hand and a push for Europe cannot be discounted in their second Premier League season.
"We have laser focus on our next game (at home to Crystal Palace next Saturday), that's so so important," Frank told reporters.
"But it's insane to be 10 games unbeaten when we have the second-lowest budget in the Premier League - that's insane.
"We have built a strong culture, not only in the Premier League but before that in the Championship. We can dream (of Europe) and are allowed to dream but we must stay focused."
Brentford's last league defeat was a 4-0 drubbing at Aston Villa on October 23 but since then they have beaten Manchester City and Liverpool and drawn with Tottenham Hotspur and Arsenal.
Had Brentford won on Saturday it would not have been unjustified, especially as Toney and Rico Henry wasted gilt-edged chances in a superb first-half display.
"We are not allowed to celebrate one point because of course we want to win but we can celebrate the performance and that was one of the best," Frank said.
"I think we could have won it. If you look at the big chances in the game we could have won."
