Featuring in the final day victory over Aston Villa last season, Lindelof will depart when his contract expires at the end of this month.
After eight years and 284 games, Lindelof leaves United twice a FA Cup winner and with one League Cup winner's medal.
"Yeah, I am proud of myself," Sweden captain Lindelof told MUTV. "It's been a lot of ups and downs.
"But I mean, for me to be able to represent this club for eight years, it's been an honour and a privilege, and a dream come true.
"I've had so many good memories here. Just looking at the Stretford End here, I mean, I'm going to miss it a lot.
"They're with us through absolutely everything, and it doesn't matter the result, every single week, they come here and they support us and they sing their souls out.
"I just want to say thank you so much for taking me in."