On 14 August 2014, Sakho signed a four-year contract for an undisclosed fee with West Ham United, becoming their seventh signing before the start of the 2014–15 season. Upon his joining, he said: "This is a proud day to have signed for West Ham, I really love English football and I've dreamed of coming to play for one of the big English clubs. Today, West Ham have given me that opportunity and I didn't hesitate to grab it".
Sakho made his West Ham debut on 23 August 2014, in a 3–1 away win against Crystal Palace, coming on as a 63rd-minute substitute for Carlton Cole. On 26 August, he scored his first competitive goal for the club against Sheffield United in the second round of the League Cup. Sakho's first League goal came on 15 September in a 2–2 away draw against Hull City. Initially credited as an own goal by Hull defender Curtis Davies, the goal was later awarded to Sakho. He made his home debut against Liverpool on 20 September, and scored his second goal with a chip over goalkeeper Simon Mignolet as the Hammers won 3–1. On 29 September Sakho scored in a 2–1 away defeat by Manchester United. This was his fourth goal in his first four starts for the club, breaking a 26-year-old record previously held by Leroy Rosenior. On 25 October 2014 Sakho scored West Ham's second goal in a 2–1 home win against reigning champions, Manchester City. In doing so he became the first West Ham player to score in six straight Premier League games and matched Micky Quinn's Premier League record, set in 1992, of scoring in his first six starts. For his performances, Sakho was awarded the Premier League Player of the Month for October 2014, with his manager Sam Allardyce named Manager of the Month.
Sakho made his international debut for Senegal in a friendly match against Burkina Faso, on 21 May 2014. His debut goal came four days later, in a 3–1 win over Kosovo. In November 2014 he was recalled to the Senegal squad by coach, Alain Giresse, for the 2015 Africa Cup of Nations qualification games against Egypt and Botswana. Sakho missed the final tournament due to a back injury. In November 2017 Sakho scored the first goal in a 2–0 win against South Africa in Polokwane. The win resulted in Senegal qualifying for the 2018 World Cup in Russia, their first global finals since 2002.