The 29-year-old admitted he was "surprised" to see an offer accepted after being told by the manager that he was wanted at the club, indicating he was also more than happy to stay
The winger endured a difficult two years on Merseyside after making a £20 million move from Aston Villa in 2011 and was never able to recapture the form that prompted the Reds to pay such a hefty price tag.
But the England international had featured regularly in pre-season and was surprised to find out the club had accepted a £6m offer from the Hammers so readily, particularly after Rodgers insisted he was in his plans.
“I spoke to the manager and he said he wanted me to stay. So I’m disappointed that one minute I was staying and the next minute I’m gone," he told reporters.
“It was a surprise because it happened so quick. One minute I was in the starting XI for Liverpool, and the next I was on my way to London.
“I was playing in the team and playing regularly and that’s why I was surprised to be told that a fee had been accepted. It is normally when you are not playing, or you are not in the squad is why you leave.”
Downing will join up with former Liverpool striker Andy Carroll, who also left the Anfield club for east London earlier this summer in a deal worth £15m.