Bilic revealed the France international has expressed a desire to leave, but insists West Ham will stand firm and refuse to sell him during the January transfer window.
"We have said we don't want to sell our best players but Dimitri Payet does not want to play for us," Bilic said ahead of Sunday's (AEDT) Premier League match at home to Crystal Palace.
"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.
"I am concentrated on the game and don't want to talk about transfers. There are still over two weeks to go."