The 26-year old striker, who joined the Saints from Doncaster Rovers in January, will spend the season at the City Ground after being sent out by the newly-promoted club.
"I'm really sorry Saints fans, I'm off to Forest for the season. You've been amazing to me, love you all," he posted on Twitter.
"Massive thanks and gutted to be leaving, but at the same time I'm wanted by a massive club in Forest. So I'm buzzing for that chance, can't wait to get going.
"Looking forward to the challenge and working with Sean (O'Driscoll) again. Promotion two years on [the] spin?"