The Senegal international has been linked with a move away from the club, with Arsenal interested in signing the 25-year-old, but Diame says he wants to stay at Upton Park
The midfielder told the club's official website: "I know there are people out there saying things about me but I have spoken with the manager and told him that I want to stay here.
"I know the club want to keep me too so I will continue to give my best for them. I knew when I signed that West Ham were going to make their mark on the Premier League.
"Since I came here I am enjoying every game I play on the pitch. I think I made a good choice because I'm very happy at this club."
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"We've had no bids from any of the clubs that have been rumoured in the papers. He's our player and hopefully come 1 February he will still be our player," he said.
"Players become unhappy by rumours that are spread. In the build-up to the transfer window, I spoke about the one thing that can upset your players is speculation that people want them.
"They think it could be the club talking about them in the press but it isn't. All I can say is that there have been no bids from clubs that I've seen in the press like Arsenal or Tottenham for Mo Diame."