Bellingham is moving to Borussia Dortmund from Birmingham in a deal worth £26million – rising to more than £30m – making the midfielder the world's most expensive 17-year-old.
On Wednesday night, he was subbed in tears after his final game for City as they lost 3-1 to Derby, but just avoided relegation from the Championship.
Bellingham, who has been with the Blues since he was seven and is their youngest-ever player and scorer, said: “It is sad this is how I leave Birmingham, but I am really optimistic about the future.
“I chose Dortmund because it is the perfect step for my development. I am just glad that saga is over. It was a lot of annoyance to me and there was a lot of noise at the time when all I wanted to do was play for Birmingham.
“Now I haven't got the chance to do that anymore, but I would like to think I made the most of it.
“The record Dortmund have got with young players in recent years is unrivalled in European football.
“Weighing all that up and the people we met there, the stadium and fanbase, it made me fall in love with that club as well. I've met Sancho and we have spoken. He is a great example of what you can achieve if you do the right things."