"Let's get serious. I have a situation with a player. It is Dimitri Payet. He wants to leave. We are not going to sell him," Bilic told reporters on Thursday.
Payet made a strong start to his West Ham career last season as he scored nine Premier League goals and claimed 13 assists to propel the club to seventh place, their highest top-flight finish since 2002.
The France international, however, has struggled to rediscover his best league form this season, having scored just twice in 20 league games so far. West Ham sit 13th in the table, seven points above the relegation zone.
"It started 10 days ago when the window started. I spoke to the club. I spoke to the chairmen. It's not a money issue. We gave him a new contract. I don't think he will go this window but it will be hard to keep him happy," Bilic added.
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"This team, the staff, we gave him everything, we were always there for him. I feel let down. I feel angry. I expect from him to come back and to show commitment and determination to the team like the team has shown to him."
West Ham host 17th-placed Crystal Palace on Saturday.
(Reporting by Shravanth Vijayakumar in Bengaluru; Editing by Hugh Lawson)
