The Italian joined West Ham in January on loan from AC Milan, but made only 10 appearances and started just twice.
He has thanked the West Ham fans for their support during his time at Upton Park and the midfielder has wished the club well for the future.
"Now the season has finished and my loan has ended, I would like to make a personal message to the fans and to everyone who works at the club to say 'Thank you' to everybody for the splendid four months I have spent here," Nocerino told the club's official website.
"I was really happy and settled at West Ham and in London and I got to know some great people.
"Above all, I have had the honour of playing for an historic English Premier League club.
"I am sorry only that the fans didn't get to see all of my qualities on the pitch.
"I am very happy for the fact that, from the first day I have been here, the fans have shown me affection and kindness.
"What I can say is that West Ham will have one more fan following my time at the club. Thanks to everyone and good luck for next season."