The 31-year-old was at the centre of controversy yesterday when he was refused entry to Loftus Road, despite believing that he was poised to move to the London club.
Odemwingie spoke to reporters from his car outside of the ground stating that he expected a move to go through, but in reality the Baggies rejected an offer from QPR by the end of yesterday's transfer window and had not given the forward permission to speak to the R's.
"When I went on television that is when they said 'that's it, the deal is off'," Odemwingie told Sky Sports News. "I will still leave the club. It is only a matter of time.
"My contract is going to run out in a year and a half. I wasn't offered an extension. One day my career will end, one day my contract will run out. I understand I have to honour any contract but the club know I have wanted to leave for some time now."
Odemwingie has arrived for training with West Brom today.