The Nigerian was so convinced he would be signing for the West London club before the window shut on Thursday that he had rushed to the capital and even gave a television interview referring to QPR as "we".
Less than 24 hours later, he found himself back in the Midlands with the team-mates he had said his goodbyes to and facing some harsh words from West Brom, who said he had not been given permission to speak to QPR and no deal had been reached.
"Peter has acted wholly unprofessionally. He must now accept the fact he remains under contract for a further 18 months and has to focus on his Albion commitments," West Brom chairman Jeremy Peace said on the club's website.
Odemwingie, 31, told the BBC he had been given a few days off and would return to training next week and had earlier said he had been under the impression on Thursday that he had been given the green light for the move.
"They didn't give me written permission, but you know, we are in England and when you are gentlemen you understand each other easily," he said on Sky Sports News.
He added that as far as he was aware the only sticking point had been over a loan deal for a QPR player to go the other way.
QPR manager Harry Redknapp gave some weight to that belief, saying on Friday that one of his players had changed his mind about a move.
"I was disappointed for the boy, the whole thing was a bit of a mess," he told a news conference.
"It was a mistake him travelling down, he thought the deal was done and that was why he turned up... he's a nice boy... let's hope people give him the opportunity to move on and get on with his life."
Other Premier League managers also had some sympathy for the striker, with Arsenal's Arsene Wenger telling a news conference: "I wouldn't put the blame on Odemwingie - sometimes players are told the wrong information by their environment."
Manchester United manager Sir Alex Ferguson added: "I don't know why he drove there, whether he had permission, he may have thought the deal was done. What a wasted journey anyway."
Odemwingie handed in a transfer request a week ago, which West Brom rejected.
Albion, who on Thursday said they had turned down a second bid for the forward, had repeatedly said they had no need or desire to sell their core players.
"The only way we would have considered letting Peter leave was if an acceptable offer was forthcoming and if we had found a suitable replacement at relatively short notice," Peace said.
"Neither materialised and, in the end, the matter became a point of principle as much as anything."
West Brom will hope Odemwingie can put all thoughts of the past week out of his mind and concentrate on club matters although it may only be a temporary end to the soap opera.
"I will still leave the club," the player told Sky Sports News. "It is only a matter of time."
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