En-Nesyri has been a long-term target for the Hammers, who failed with a move for him in the summer of 2021.
The Premier League side reignited that interest this month and were exploring signing the Moroccan on an initial loan deal.
It is understood, however, that West Ham were never optimistic Sevilla would agree to En-Nesyri's departure mid-season, given they are languishing in 17th in La Liga.
"I want to focus only on Sevilla," En-Nesyri said. "It's not a matter of money. I want to help the team in the worst moments."
David Moyes is hopeful of having Kurt Zouma fit to face Wolves on Saturday, as doubts over Craig Dawson's future rumble on.
Zouma has not featured since November following knee surgery.
Dawson, who has six months left on his contract and remains keen to leave the club to move closer to his family in Cheshire, is being linked with a move to Molineux.