The striker has a Russian mother and a Nigerian father, but Lokomotiv fans were pleased to see him go.
They unfurled huge white sheets behind goals at the Lokomotiv ground depicting a banana with the words: 'THANKS WEST BROM'.
And Odemwingie, set to make his second Albion appearance at Liverpool tomorrow, is fuming.
He stormed: "It's a minority group but it's really sad.
"I have a good relationship with the club but this is a big disgrace.
"Some fans treated me well at the club - only a group of supporters have shown how narrow minded they are to the world.
"Coloured players feel the open racism there and I recall a game against CSKA Moscow when their fans started the sick noises - I wouldn't have any of it and gave it back to them.
"This was widely publicised because photographers had shots of my protest but still nothing was done to curb it.
"Sadly, it's a picture of a minority group in Russia - it really makes you feel sick but that is what it is.
"You can't totally condemn the league or the people but I am a stronger individual, focusing on my career with Nigeria and West Brom now."
The Nigeria Football Federation (NFF) has promised to write a protest letter to Fifa calling for disciplinary action to be taken following the incident.
"We condemn this act of racism aimed at Osaze Odemwingie, hence we are preparing a letter to Fifa to discipline racist incidents in accordance with the Fifa statutes and the Fifa disciplinary code," said NFF spokesman Robinson Okosun.