"We're just not good enough, obviously chemistry, talent wise, just everything," Harden told reporters after Houston's 117-100 home loss to the Los Angeles Lakers.
He added: "I love this city; I literally have done everything that I can. I mean, this situation is crazy. It's something that I don't think can be fixed."
With that, Harden got up and left his media availability.
No trade involving Harden is imminent, sources told ESPN's Adrian Wojnarowski, who adds the Rockets' price tag for the three-time scoring champion remains steep.
Harden, who has looked out of shape this season, shot just 5-of-16 in Tuesday's loss, finishing with 16 points. The 31-year-old shot 27% from beyond the arc in Houston's previous four games while averaging 17.8 points - well below his career average of 25.2.
Teammate John Wall offered his own thoughts after Tuesday's loss.
"Like I told everybody tonight and told the guys before, when one through 15 guys are all on the same page and they commit and they know their role and they know what they want to get out of this and that's to win, it'll all be fine," Wall said, according to ESPN's Tim MacMahon.
"But when you have certain guys in the mix that don't want to buy in all as one, it's going to be hard to do anything special or anything good as a basketball team."
The Rockets are now 3-6 on the season.