Mellor said: "I am in shock about Glenn's departure and it will take some time to sink in for myself and the other players.
"I am gutted but now we just have to do it for the boss - and get some results out of respect for him really. He is a really nice fellow and I can't believe he has left.
"Glenn was part of the reason that I signed in the first place as well as West Ham being obviously a big club with great traditions - he was keen to get me down and I was more than happy to do so.
"He was good with me and got me in his office for a few chats to tell me he was going to work on me all year and put me in the team when the time was right, and who knows when that would have been?
"It does not affect my situation at all. My contract is until the end of the season and I will do the best I can for West Ham."