Diouf has been linked with the Hammers where Sam Allardyce has just been installed as new manager.
Diouf told skysports.com: "I have finished my loan so I am expecting to return to England with Blackburn.
"I am 30 years old, I want to play week in, week out these days.
"Working with Sam? That would be a fantastic thing to do. Sam is a fantastic manager and very good man. I would be delighted to work under him again."