The 32-year-old frontman secured transfer notoriety in January when he took it upon himself to try and force through a switch to Queens Park Rangers.
No deal was put in place, despite Odemwingie turning up in the capital, and he returned to The Hawthorns to face the music.
He finally got his exit wish over the summer when Cardiff swooped for his services, and the Nigeria international is pleased to have brought a testing chapter in his career to a close.
Odemwingie told the Daily Mirror: "Of course I have regrets. There was a time when I couldn't escape it and I shouldn't have done what I did in January. I still get the jokes and the banter even now from other players, but slowly it goes away.
"But I was a very good player for West Brom. My son was born the night after I scored an equaliser for West Brom against Aston Villa in January. I always gave everything.
"I believe, especially as I'm older now, that you owe it to yourself to fight and battle for your career, to do what's right for yourself and to keep your dreams and ambitions alive. I felt I had to leave West Brom to do that.
"After what happened in January, the next six months were hard and I came to Cardiff rusty because I didn't have a proper pre-season. But I knew in August that I was going to leave. I put in a notice of termination which expired on 30th August. So, I was confident I would leave."
He added: "It's the year that I will remember the most in my 10 years of playing. I've been through a lot and while it was all happening my baby son Noah was born.
"I'm happy now, I'm surrounded by happy people. I'm so motivated to help Cardiff stay in the Premier League."