The Senegal international insists he is committed to the Hammers despite speculation linking him with a move to North London saying he is "very happy at this club."
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
"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," Diame told the club's official website. "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."
Manager Sam Allardyce also confirmed that the club has not received any bids for Diame and that he is expecting the midfielder to stay at West Ham.
"We've had no bids from any of the clubs that have been rumored in the papers. He's our player and hopefully come Feb. 1 he will still be our player," Allardyce said. "Players become unhappy by rumors 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."