The coach only confirmed it after their 2-1 defeat to Roma.
"I had already made the decision some time ago. I thank the President and director Riccardo Bigon for trying to change my mind to the last minute.
"I had considered this last summer, which is why I turned down a contract extension, and that was a risk considering I didn't know how this season was going to go.
"At this point I think it is only right to either change scenery or have some time off. If offers come in, then I will evaluate them. If I have the right adrenaline and motivation, then I'll do it, otherwise I'll stay at home.
"The lads have known me a long time and as Fabio Capello said in Italy it's tough to last longer than four or five years at a single club. I am convinced that if I had stayed longer, certain members of the team would not have felt the same fire.
"I am truly happy with what I have achieved with the resources given to me. Naples is a wonderful place and the fans are the true soul of this club, but I wanted a new challenge."