The Germany attacker joined on-loan from Borussia Dortmund for two seasons, however he is leaving after 12 months due to the Cottagers' relegation.
He told the club's website, "It is difficult for the family because we have signed for two seasons and want to stay. And now we have to go back, that's not easy and not what I expected or wanted.
"I think I've proven my qualities and shown what I can do. But I go with a lot of frustration and many things that have not happened."