The 30-year-old, who moved to Upton Park from Newcastle in 2011 following two years in the North East, scored the only goal in the Hammers' 1-0 win over the Magpies on Sunday.
"It was a bit emotional when I first walked in," Nolan told West Ham's official website. "I was a bit emotional because the reception they gave me was unbelievable. I had a fantastic time [at St. James's Park]. I loved everything about this club when I was here and I still do.
"I have fond memories and many friends and family enjoyed it up here. My little boy is a Geordie. I would like to thank the Newcastle fans for the fantastic support they gave me while I was here and for the reception they gave me on Sunday."
West Ham have moved up to sixth in the Premier League table thanks to their victory.