The Turkey international signed for the Foxes on the Premier League's deadline day last Thursday.
In an Instagram post, Soyuncu stated last night: "I could not imagine in the least what I would experience here: very special experiences and unforgettable moments that shaped my style of play and my character.
"I will remember this all my life. Everything that I was allowed to experience here is of great importance.
"Dear fans, I say thank you for the time in Freiburg. I will always have you in my heart."
Leicester's €21.1m deal for Soyuncu makes the defender Freiburg's record sale.