"It has been a fantastic two years and I have really enjoyed them," he says, knowing that his time in east London is drawing to a close.
"I'm really disappointed at the moment because I would have liked to have stayed and played another year, but the club have made the decision, and I have to accept that.
"It's always disappointing for anybody to learn that their contract hasn't been renewed but first of all I have got to be professional if I am selected to play in any of the last five games - the fans hopefully know I will always give my best.
"Then I will look and try to find a new club for next season.
"Glenn told me they wouldn't be renewing my contract for next season and I have to take it on the chin, but I made it clear that I would have liked to have stayed.
"I want to carry on for another year and still thought that I had something to offer, even if it wasn't on a regular basis in the first team.
"Managers have to make decisions along the way, but yes, I'm disappointed.
"I think I have played nearly 30 games this season and if I hadn't played many games it would have been a little easier to accept, but that is the club's decision and I will be professional and get through to the end of the season - then hopefully something else will come along.
"The only thing I have ever guaranteed to anybody is that when I play football I will give 100%, and if you have a bad game but you have given 100% you can accept it a little bit more.
"You have to realise in the Premiership that it is a squad system but I still felt I had something to offer, whether Vladimir played next season or not - people are going to be injured and you don't know if they will lose form.
Nigel is pleased to be leaving a club in good shape, and adds: "We had a shaky start and a lot of people were writing West Ham off very early in the season, but as a group of players, the management, and the staff all got together and worked hard in training and we are now showing that a lot of people are wrong.
"Hopefully I haven't had too many bad games, and I'm really looking forward to the last five games and to play some part in that."
He admits most of his colleagues are not yet aware of his impending departure, and adds: "I'm not sure that too many of them know at the moment because I only spoke to Glenn in the earlier part of this week, but we are professional people, we have to accept decisions, and hopefully something will come along for me."
And future plans?
"At this stage of my career it may be difficult to get a Premiership club now but hopefully there might be one or two first division clubs that will give me the chance to play.
"As always I will give 100% to them, and Stuart Pearce has proved that if you look after yourself and do things right, to a certain degree age is not a barrier.
"I still feel okay at the moment and I'd want to retire when I felt it was the right time to - and I don't think that time is now."
His low point came after the 5-0 drubbing by Everton - he didn't play at Blackburn - and he adds: "It is common knowledge that I spoke to Glenn after the Everton game and said if I had four or five of those performances throughout the season I'd want my contract ripped up, as I didn't want to carry on at that level.
"Everyone can have bad games and I hope I've proven since then that it was just a one-off."
Now an emotional return to Highbury is in the offing, and he admits: "It will be but again there are no guarantees that I'll play in any of the last five Premiership games. But if I wasn't to play in the Premiership next season, to play at Highbury in one of my last games would be a fitting end - but it's not about Nigel Winterburn, it's about West Ham United."
As for Arsenal's old rivals Tottenham, who the Hammers face on Saturday, he says: "We are sitting just above them in the league and it is a big game for everybody. It will be difficult, but we want to finish in seventh place and there are still a few points left for us yet.
"From the reaction I have seen over the last few days I think West Ham fans are desperate for us to get a result. I haven't been here a long time and I don't know the history between the clubs but I know how keen West Ham fans are for us to get a win.
"I hope they get more success next season - they deserve it."
As for the stick he will get at White Hart Lane as an ex-Gooner, he says: "You accept that when you play for a team who are fierce rivals you will get a bad reception - but who cares? I don't."