The Switzerland international came close to joining Roma during the transfer window, but the Italian side were unable to sell players to fund a move for the 25-year-old.
“I am disappointed the deal failed to go through – that is for certain,” said Behrami in The Sun.
“Avram Grant gave me his permission to speak with Roma.
“But he also said he needs me, with West Ham bottom of the table. I’m sure I’ll still get to play for them.”