The Senegalese striker attempted to force a move through to Rennes this past summer by undertaking a medical without the Hammers permission.
He has made seven substitute appearances this season, including a memorable performance against Swansea where he secured a valuable three points with a last minute winner.
In an interview with French journalist Claude Atcheba, Sakho says he maintains his desire to move to France.
He said: "I still want to leave, I always say it. I don't hide it. Fans happy or not, I want to change environment. I want to see something else in regard to everything that's happened to me.
"I've spent three wonderful years at West Ham. I can only be happy but overall I want to change my environment to see other things and I think going to France would be good to find a challenge for my career.
"I just went to the medicals, see the club, other people. I think both clubs agreed that I go to do the medicals but after maybe there was not enough time for West Ham to allow me to go because the didn't find a replacement.
"That's normal. After I understood and I come back here. But that didn't change my desire to leave."