The England striker comes off contract at the end of June.
And Calvert-Lewin took to social media to announce his decision to leave the Toffees.
He wrote: "To Everton Football Club and the Evertonians.
"After nine remarkable years at this club, I've made the incredibly difficult decision, together with my family, to begin a new chapter in my career.
"This isn't something I chose lightly. Everton has been my home since I was 19 years old. It's the place that saw potential in me, challenged me to grow, and shaped me both as a footballer and as a man
"I want to express my gratitude to all the managers and coaches I've worked with over the years, and to my teammates who have become lifelong friends.
"Above all, I want to speak to you, the fans. Your passion is the beating heart of this club.
"Whether times were good or tough, your unwavering support never faltered. Celebrating goals at Goodison Park, feeling that roar, is an experience I'll carry with me forever."
Deciding to leave
Calvert-Lewin continued: "This choice to move on was not simply about me-it was a decision my family and I spent a long time considering together.
"We believe it's the right moment to seek a new challenge and continue growing, but that doesn't lessen the bond I'll always have with Everton.
"I'm deeply proud of what we've shared, fighting for this club when it mattered most, scoring big goals in crucial moments, wearing the shirt with commitment and pride.
"My hope is that I leave with your respect, knowing I always sought to uphold the values of this great club."