Coufal left the Hammers as his contract expired in June.
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The 33 year-old told the Athletic: "If they had extended my contract by two years, or even offered me a one-year deal with an option for another year, I would have accepted it immediately.
"Don't get me wrong, I'm very happy in Hoffenheim, we're successful and have a great manager. But I still feel I could have proven myself in the Premier League."
However, Coufal says he is feeling at home in Hoffenheim now.
He added, "We have an incredible training facility that can't be compared to West Ham's. It has everything you need."