"This isn't easy," he said at a Press conference on Friday. "I'm emotional.
"I decided to wait a few days before talking as I didn't want to say something in the heat of the moment which wouldn't have done justice to my 18 years in Rossonero.
"I thank everyone, starting with President Silvio Berlusconi, Adriano Galliani and Ariedo Braida. It has been marvellous here, 18 years which I could never forget."
He also remarked: "It is not up to me to say whether the club were right or wrong to let go of me.
"There is nothing scandalous about it though. I'm 36, I gave a lot to Milan who had the right to make the decision they made.
"I would have liked to have been informed of their decision in a different way, but I am here to say thank you.
"I would have preferred that Galliani told me first, but I then logically had a conversation with him.
"Life goes on though. I still feel like a player and I want to continue being one. And I'm not leaving Milan with anger."