The 38-year-old keeper, who was released by Wolves at the end of January, has begun a one week trial with Alan Pardew's side in the hope of securing a contract at Upton Park.
"It was just one of those things with Wolves, my contract was up in June anyway so we decided to go our separate ways," Jones told BBC Sport Wales.
"I got a phone call last week from Kevin Keen, who I played with at Wolves.
"I told him that I was a bit in limbo after leaving Wolves, so when Alan suggested that I come down here and see how things go, I jumped at the chance."