He joined West Ham in February 2004 and scored 40 goals in all competitions for the Upton Park club.
Brown admitted he was disappointed not to have any new signings with the squad for the Asia Trophy in Beijing.
"It's a little frustrating but it's not for the want of trying," he said.
Brown missed out on Fraizer Campbell, who opted to join Sunderland, Marc-Antoine Fortune, who signed for Celtic and Michael Owen, who linked up with Manchester United.
In addition, the club pulled out of talks with Sunderland striker Daryl Murphy after failing to agree personal terms.
One player that definitely will not be making the move to the KC Stadium is former Charlton and Portsmouth winger Jerome Thomas.
Thomas, 26, spent 10 days on trial and played in the pre-season games at North Ferriby, Winterton and Carlisle.
However, Brown has opted not to pursue their interest in the former Arsenal trainee.
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