The France international, who starred at Euro 2016 for the hosts, played a pivotal role as the Hammers finished 7th in the Premier League last season.
Bilic’s men have struggled this time around though, and Payet has been linked with a number of different clubs.
But speaking in a press conference this morning, the former Croatia manager confirmed that his marquee player no longer wants to play for the Hammers.
And Gary Jacob and Jon West, writing for the Times, have revealed that the French attacker cited a problem with his back and did not want to train.
Bilic said: “We have said we don’t want to sell our best players but Dimitri Payet does not want to play for us. We are not going to sell him.
“I spoke to the Chairman and this is not a money issue. We gave him a long contract because we want him to stay.
“This team, the staff, we gave him everything, we were always there for him. I feel let down. I feel angry. I expect from him to come back and to show commitment and determination to the team like the team has shown to him.
“We have said hundreds of times we don’t want to sell our best players. He’s definitely our best player. That’s why we gave him a long contract – and then a new contract four months later.
“I phoned him with that and he refused to play for us. I have a team to manage. He’s probably been tapped up by some clubs or whatever. That is usual at this time of year.
“Until he changes his attitude, he is out of the team and he’s not going to train with us – but we are not going to sell him, not whatsoever.”