Neto made a £54m move from Wolves to Chelsea on Sunday.
The Portugal international posted in the aftermath: "Hello, Wolves family. This is tough for me. After five years of incredible moments, highs, lows and everything the rest, it's time for me to say goodbye.
"I remember the first time I wore the old gold shirt, I was so proud. And from that moment, you welcomed me as one of yours. You believed in me, you lifted me up, and together we created memories that I will carry with me forever.
"It wasn't just about goals or wins. It was about the bond we built, the love and passion that runs through this club and this city. You made me feel like I belonged here, and that's something I'll never forget.
"Leaving isn't easy. But I know this isn't the end, it's just a new chapter. I will always carry Wolves in my heart and I will always be grateful to each and every one of you who supported me, who believed in me, who made me feel at home.
"Thank you, Wolves family, for everything. I will miss you, but I know our paths will cross again. Until then, I'll be cheering you on from wherever I am.
"Once a wolf, always a wolf."