Lucio is leaving Inter Milan.
The Brazilian defender was a key figure in the Treble campaign, but has struggled this season.
"He had three excellent years at Inter and feels it's time to make a change," agent Sandro Becker told Brazilian side Lancenet.
"We have been working on this since last week and resumed talks on Wednesday. We put in a transfer request and Inter have agreed. Now we have to find him a new club.
"Considering the man he is and the player he is, Lucio only leaves friends behind everywhere he goes. The decision to leave came from us, but Inter understood it. This has been entirely amicable.
"He still has two years left on his contract and we know Lucio has a market value. If we find a new club, then we will talk it over and reach an agreement.
"His preference would be to play in a big European League, but you never know. There are also many clubs interested in Brazil and Lucio knows the World Cup will be here in 2014. We don't know what his future holds."