Nyom also revealed that after initially rejecting his country's call-up he changed his mind - but coach Hugo Broos told him there was no place for him.
After winning the trophy on Sunday, Broos said those Cameroonian players not there would rue their decision.
"Let him know that I don't have any regrets," Nyom told BBC World Football.
The 28-year-old was one of seven Cameroon players to decide to miss the tournament, with Liverpool defender Joel Matip another high-profile absentee.
After Cameroon beat Egypt 2-1 in Sunday's final Broos suggested "it was their decision, but maybe they are saying now to themselves 'why didn't I go with them?'"
However, Nyom is adamant he made the right choice.
"I heard what Broos said. It made me laugh because he knew what happened and he knew why I was not there.
"It's true, at first I didn't want to go, but afterwards I changed my mind. But he knew that and he knows what he told me, so I have no worries, no regrets.
"If before the tournament they had told me 'Cameroon is going to win and you are not part of the squad', I don't mind because I'm happy I'm playing for my club - it's much more important for me.
"If I had been there, it could stall my club career."

The centre-back, 28, was jeered by a section of Spain fans during Saturday's Euro 2016 qualifier win over Slovakia, and was subjected to similar during the previous internationals break.
"The last thing I would do is leave the national team," he said.
"I won't change regarding club rivalry. I always wish Real Madrid to do badly."
It was reported that England's friendly in Spain on 13 November was moved from Real's Bernabeu Stadium to Alicante because of concerns over the possible negative reaction to Pique's involvement.
In June, the former Manchester United defender sarcastically thanked Colombian rapper Kevin Roldan for playing his part in Barca's success last season.
The performer posted photos on social media of Real team-mates celebrating Cristiano Ronaldo's 30th birthday in February just hours after a 4-0 defeat by Atletico Madrid. The players were consequently criticised.
Barcelona went on to win the league, Copa del Rey and Champions League.
"I don't regret anything that I have said and I would repeat it a thousand times and more," added Pique.
"I am like that, I want Madrid to always lose. That is the sporting rivalry that has always existed in Spain."
West Brom's Cameroonian defender Allan Nyom has insisted he has no regrets about not being part of the Africa Cup of Nations-winning squad.
[NEXT_CONCEPT]
Barcelona defender Gerard Pique will stick by his anti-Real Madrid stance and continue playing for Spain despite being booed by supporters.