"No, definitely not," he smiles.
"I think Iain Dowie has done a great job in getting Palace back up the league but I still would say I made the right choice.
"West Ham is a much better set-up and it is a bigger club."
So what has one time West Ham striker - or two times, to be precise - and confirmed Hammers fan done to transform the club Hayden left earlier in the season languishing near the bottom just before he took over?
"I think it is just the way he has slightly changed the formation and he is sticking to a side which he thinks is his first eleven, which is a good thing," says Hayden.
"They do slightly different training as well where they go to the gym and stuff - and they have done well and have taken their chances.
"When we played them recently they looked a hard working side and got the victory, albeit that we were a man down - if Connors had stayed on the pitch it would have been a different game."
So how about playing them in the playoffs?
"That is something I would look forward to - but I hope we get there first!" he says.
"Palace have got one of the easiest run-ins with Walsall at home on Saturday and Coventry away.
"But we just hope one of the results goes against them, maybe we win Saturday and it looks favourable for us."
As for the prospect of the playoffs against whomsoever, he says:
"It is just pot luck on the day, about whoever takes their chances - that is what it is all about.
"It is such a nerve-racking game to play in the final when so much is at stake.
"I think we are well equipped now that if we do get in the playoffs it will be a massive boost to kick on from there.
"We have got a young side and with Lomy coming back and showing his experience, Don Hutchison coming back into the side, and Michael Carrick there not to mention Christian Dailly and Andy Melville there is a really good blend there at the club now."
Hayden says that a certain amount of tension is not a problem at this stage of the season and explains:
"The nerves are good nerves and it makes you want to go and get the three points."
Hayden says he has no problem with the phrase 'utility man' that is attributed to him these days and adds:
"I think it is a phrase I can't get away from at the moment; it is the truth, really, because I have played centre half, right back, left back, centre midfield, right midfield...
"I don't forget where I am playing but if I move it takes me about 10 minutes to adapt, but other than that is okay."
As for the London derby with Watford, he adds:
"I think they will see it is a great playing arena and a place to play football that they will relish - not least because we will be after them from the first minute looking for the three points.
"But it is not going to be easy and they are not a bad side - teams come and just work, work, work their socks off.
"But we have known what it is about long enough and we will just stick to what we need to do.
"If we beat Watford it sets us up for a great game on Sunday against Wigan which is going to be a great atmosphere and a game we will all relish."