Gold - and co-owner David Sullivan - quit Blues after nearly 17 years in charge last season before selling to Carson Yeung in an £81.5million deal.
He admits his departure from City was acrimonious after claiming he was offered a role under the new board as vice-chairman - something which was denied by Yeung.
Gold told the Birmingham Mail: "I left Birmingham in rather acrimonious circumstances. That was hugely, hugely disappointing at the time.
"I was saddened by how it all ended and I had mapped out my future life continuing there.
"I had no thought of West Ham - although they were always in the back of my mind because I was a supporter and they were my boyhood club.
"But once it happened, I moved onto the next chapter. Whether it was to be at Crystal Palace, Charlton, West Ham, I didn't know.
"But I will always have great memories of my time at Birmingham. How couldn't I?"
Gold added: "We had some good times. It was a great adventure, a helter skelter of excitment and ups and downs, the kind of experience people would struggle to fit into their whole life.
"The fans, by and large, were very nice to me and I made some very good friends - friends I miss, and look forward to seeing on Saturday.
"But I will go to Birmingham with some trepidation despite the friends I made when I was there."
Gold has been impressed by how Yeung has adjusted to taking charge of a Premier League club.
He said: "Carson Yeung is very new to the Premier League and football here. I think he has done a great job so far.
"I found him a person I could work with. He has been coming to terms with the Premier League and the signs appear good.
"He also has a good man to work with in Alex McLeish, one of the best managers I havbe worked with.
"Alex has done a smashing job and the owners and fans ought to stay resolute with him."