"As far as we knew he wasn't going and then he was gone [to Sunderland]. My situation was that Manchester City put a bid in and West Ham turned it down so if that happens again . . . maybe a club will be interested.
"I'm not saying that's going to happen. But if a club does [come in] and West Ham turn it down I'm still a West Ham player."
For now, Bellamy is relishing working under manager Gianfranco Zola and believes that if he is allowed to keep the team together they can build on last week's draw at Chelsea — starting tomorrow against Aston Villa.
"It's a good training ground," Bellamy told talkSPORT. "Zola's brought in a lot of foreign players as that's the route he's going to go, that's what he knows."