Paolo, who spent some time signing autographs after the game even though he had an offer from the police to be given a police escort past the fans, says there was no question about him not giving his all against the Foxes despite the speculation about his future.
"I love the fans," he says, "and I showed that against Leicester. I give my best every time I play.
"I always give my all even if I am playing five-a-side with my friends in the summer.
"I don't know what is happening. I don't know anything, and that is true, all I know is that there was an official request and West Ham didn't deny it, only turning down the price.
"West Ham didn't say he is not for sale, they just said he is not for sale at that money.
"It is clear that the club has put a price on me and I am for sale, even if Southampton, Watford, or Macclesfield pay £3.5m but I have never said I am desperate to leave or play in the Champions' League.
"If Macclesfield come in for that money they will sell me to Macclesfield, and this is clear.
"If the club want to sell you it means you are not in their plans but the fans have given me everything since I have come here.
"Glenn spoke to me two weeks ago and said that he wants to keep me."
The goalscoring hero of a difficult win over Leicester went wild after grabbing the winner, even to the extent of breaking the corner flag during his celebration, and he adds: "How can I not be emotional?
"But if nothing happens I want to be at my best, so I am just training.
"I am happy if the fans love me. I showed that I love playing football and it was not difficult to play on Saturday."
Meanwhile, Glenn Roeder says there is nothing to be read into him coming off the pitch last after the game.
"He loves playing at Upton Park, and it was not the first time that he has been the last player to leave the field on Saturday - especially as he scored the goal which earned us the win," said Glenn.
"I don't know if Paolo will be a West Ham player next week. I am still in the dark, but we have had no further contact from Manchester United since we turned down their first offer.
"I absolutely love him and I want him in my team, but Alex Ferguson wants him in Manchester United's team, because he has a God-given talent."