Payet worked with Bielsa at Marseille during the 2014-15 season and achieved great success on a personal level.
The France international scored seven goals and created 134 chances in 36 Ligue 1 appearances last season.
"I learned a lot during my season with Bielsa," Payet told Ligue 1.com. "He made me grow up as a man and in terms of my game.
“Something just clicked with him. He taught me some important fundamentals that still serve me well today.”
Payet joined West Ham from Marseille in the summer of 2015, and he has taken to the Premier League like a duck to water.
The 28-year-old attacking midfielder has scored eight goals and created 84 chances in 23 league matches for the Hammers.
The former Lille man has a pass accuracy of 81% and a shot accuracy of 64%, and has won two headers, 55 dribbles and 14 tackles.
West Ham are fifth in the Premier League table at the moment with 50 points from 30 matches, just a point behind Manchester City, who are currently fourth in the standings and occupy the final Champions League spot.