The former Everton boss took over last November and guided the 'Hammers' to a 13th place finish. He was subsequently not granted an extension when his contract expired.
"I have to say we couldn't have done a better job," the Scot said.
"That's why I was disappointed not to be offered the opportunity to stay. I'd taken it to the end of the season to see how I did and how the owners felt.
"From where they were to get them living and breathing again, was probably as successful a season as I could have had.
"By the end I'd decided I wanted to stay if the owners provided me with the funds to strengthen the squad. It disappointed me I didn't at least get a chance to talk about it."
However, Moyes has now set his sights higher, with the US national team a potential calling point.
"I would have to consider the USA job if I was approached because it's one of the big nations in world football, with massive growth potential," he continued.
"They have a constantly improving league, you've got David Beckham's team coming into Miami and Nashville as well, so if it came up I would have a real interest."