The former PSV fullback won the Coppa Italia and Supercoppa Italiana this past season.
Dumfries posted to social media: “Winning two titles was amazing!
"We couldn't deliver the league, but I couldn't be more proud of this team for fighting till the end. We will always keep up our heads up knowing what an honour it's to be a nerazzurro!
"To all the supporters, thanks for the amazing support!"
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