However, the England international has moved to clarify the situation, insisting that he is happy at Upton Park.
"I was as frustrated as anyone after Saturday's game with Chelsea but my only focus at the moment is on getting my head down, working hard and helping the team out of the difficult run we're going through at the moment," he told the club's official website.
"I'm really enjoying being back at West Ham as it's a club that means so much to me. As a squad we've still got a lot to play for this season and I'm determined to play my part in making sure we achieve the goals we set ourselves.
"I'm happy at the club and the only way I'll be leaving is if they tell me they don't want me anymore."
West Ham are currently one place above the Premier League relegation zone.