Gold - and co-owner David Sullivan - quit Blues after nearly 17 years in charge last season before selling to Carson Yeung in an £81.5million deal.
He admits his departure was acrimonious after claiming he was offered a role under the new board as vice-chairman - something which was denied by Yeung.
Gold told the Birmingham Mail: "I left Birmingham in rather acrimonious circumstances.
"That was hugely, hugely disappointing at the time.
"I was saddened by how it all ended and I had mapped out my future life continuing there.
"I had no thought of West Ham - although they were always in the back of my mind because I was a supporter and they were my boyhood club."