He reluctantly admits he has played his last game at Upton Park after scoring the winner against Chelsea on Saturday, but harbours no bitterness, and explains:
"The fans have been not only a very important part of my football career, they have been important for my life.
"London, West Ham, Upton Park, means more than a lot even if a lot of people don't believe this because they feel jealous.
"I feel it, and I am proud to do so, because it means there are values in life and football - and people have shown that to me.
"I want to thank all the West Ham supporters and all the people that work for West Ham, because for me this is not just a club where I played a part of my career, it was a second home for four and a half years.
"I would say thank you to everyone - but the job is not done because we have to win at Birmingham; you never know, we are not down yet, and the people that were in the stadium on Saturday don't deserve to watch first division games next seaon, with all respect to that division.
"The fans here are world class and I hope I can leave good memories after the next game."
One reporter ludicrously claimed Paolo 'sat crying in the bath, ignoring the jokes of team-mates who had been happy to see him cast into exile by Roeder' - as if he was in the dressing room with him.
He wasn't, of course, and the nearest he got to the truth was talk of the tears - while his team mates were only too delighted by Paolo's winning goal.
But Paolo adds:
"There was a mix of happiness and sadness because I know, as well as it being an important day, it was the last game at Upton Park in front of my supporters.
"This makes me feel a little bit sad, even though I am happy because I have given an extra hope for next week and I know I will not have a chance any more at the Boleyn.
"I have a special relationship with the West Ham fans and I love wearing the West Ham shirt - but this is life and we have to accept it.
"But I want to thank the supporters only and tell them, honestly, that I will support West Ham."
And he really means it.
"They will be my team along with Lazio," he adds, "and I will definitely come in the next few years when my career is over because I have great memories - I love this club," he says."
Paolo's winner could yet prove priceless, and he adds:
"I don't know if the goal is important for the rest of the season, but I hope it is - if not I don't want to talk about it.
"I am just happy that I had the chance, as I wanted, to say thank you to all of the supporters, because they are so amazing and don't deserve to be in the situation they are in.
"They should be watching Premiership football and not first division football next season."
On the battle ahead, and a two horse one it is now, Paolo adds:
"To be honest, I am a superstitious person, and the other results have been difficult, but I just want to say thank you to everyone - and I feel fortunate to have been able to do so.
"To me, it was much more than an emotional day on Saturday, because I wanted to show people that I will love the West Ham shirt in my heart forever."
As for Glenn Roeder, and past disagreements, he adds:
"I don't have to pray, it all comes from my heart; I know I won't play at Upton Park any more but it was a natural feeling, and I showed that I believe in the shirt.
"This is a job and people make decisions, which is not a problem, and I have to accept it.
"There is a difference between having a professional opinion and thinking about a human being and I wish Glenn the best of luck.
"But people are sometimes stupid, and want to put out untrue stories; all we should do is pray for Glenn at the moment and I respect him.
"I can have opinions about him as a football manager and as a person but this doesn't mean I ignore his value.
"With all my heart I want the best for him and his family - they deserve it.
"My football opinions are different from what I think about him as a person and I hope to speak to him before I leave.
"But the for now I hope he stays relaxed and takes his time with his family - and then from there I can have a chat with him, and from there I can say 'thanks for everything, it has been part of our life together.'"
Meanwhile, David James is worried by goal difference between West Ham and Bolton, and adds:
"Bolton only managing a point at the weekend was obviously better for us than them winning but it still means they only need a win next week to be safe; we have to be positive because we are still in there fighting - and we know we can win at Birmingham if we play as we have been over the last few weeks."
As for Trevor Brooking taking over, he adds:
"When Glenn became ill it was important Trevor took charge because he has the respect of everyone at the club - he told us people would assume he would be very laid back but he said he wouldn't be.
"He has been managing very well, but when he was looking at the results coming through after the game on Saturday he certainly didn't look like the guy you watch on television."