Odemwingie was strongly linked with a move to Qatari club Al-Gharafa.
Reports claim the striker had a summer bust-up with manager Steve Clarke.
The Nigeria international said: "I don’t know where that (reports of a bust-up) came from.
"People would have seen afterwards if there was a problem.
"We sat down and had a normal talk. He was the new coach and he said ‘give me a few weeks and see how we work, because we’re ambitious for this year’.
"I said I would give it a couple of weeks and after that I was enjoying training and it looked like it was going to be an interesting season, so I forgot about the offer."
He continued: "I thought there would be nothing new for me at West Brom and I gave it a try (asked about leaving) to see what would happen.
"But the club said that it was too early for me to go and they thought I could play an important role for them and keep playing.
"Then pre-season started and I got hungry again for Premier League action and I forgot about it."