Odemwingie was the centre of a bizarre incident on transfer deadline day after driving to Loftus Road in a bid to force through a move to QPR.
However, Albion quickly released a statement saying Odemwingie was there without permission and QPR revealed they had refused him entry to their ground. Albion chairman Jeremy Peace accused the Nigeria international, who still has 18 months on his contract at The Hawthorns, of acting "wholly unprofessionally".
Odemwingie admitted he was perhaps a "little unprofessional" but defended himself by claming the circumstances were not so different to when he joined West Brom from Lokomotiv Moscow in 2010. He also put Thursday's events down to a misunderstanding.
"I came to this club (West Brom) in a wholly unprofessional way. I wasn't given any written permission by Lokomotiv Moscow but I arrived at this club. I did a medical, I don't think everything went so professional when I arrived," he told Sky Sports News.
Clarifying his comments, he said: "I'm saying that these things don't matter so much when adults are dealing with each other.
"I think there was a misunderstanding somewhere because I could have held my goodbyes to the (West Brom) players if I was told it is not going to happen."
Odemwingie felt he had been given the go-ahead from West Brom to complete his move to QPR, but conceded he did not have written permission. He said: "They (West Brom) didn't give me written permission, but you know we are in England and when you're gentlemen you understand each other so easily.
"In my opinion, everything was done right and at the last moment, I don't know what really happened, but I think other people can answer this question as well.
"We were almost there, the club were angry that I went there and it was on TV. They weren't angry that I went there, but when it came up on TV that's when they said that this deal is off and why did I do that. So I understand the club to be honest, it was a bit unprofessional but we all know our positions and we were almost there."