Sanchez Flores will bid farewell to the club's fans in Sunday's Primera Division clash at home to relegated Hercules.
"It's my last game at the Vicente Calderon," the coach said.
"The Atletico fans have always given me their whole support. It will be hard because I will experience strong emotions."
Sanchez Flores, who has been linked with a move to Sevilla, says he hopes to go out on a high by clinching a place in Europe.
"It's a sacred aspiration," he said.
"It seems as if it's a failure to play it (the Europa League), but it's important and players like (Fernando) Torres left the club without knowing what it was like to play in Europe."