Pato, who leaves in a 15m deal, bid farewell to the Rossoneri squad at Milanello before Friday morning's training session.
"I'm unable to speak, I'm very emotional," the forward told journalists as he left the club's training base.
"I said bye to everyone, which I really wanted to do, and I want to thank all of the Milan fans."
Pato not only leaves behind the Diavolo, but also his girlfriend Barbara Berlusconi - a club director and the daughter of owner Silvio Berlusconi.
"The club and the player reached the agreement that they wanted," Barbara told ANSA. "The interests of the club have always come before my private life.
"Like last year, I was not involved at all in this affair. Pato was not sold to Paris Saint-Germain a year ago because neither he nor my father were totally convinced of that transfer.
"Our relationship? We are a happy and calm couple, the distance between Milan and Sao Paulo does not scare us."