The midfielder spent the season on loan at the Welsh club.
Despite relegation, he was one of their better players during the season.
Now he will head back to Spanish side Real Betis, uncertain about his future.
In his message to Cardiff fans, he wrote: "The last 10 months have been incredible.
"When I came to Cardiff last August, I couldn't imagine what it would mean to be part of this great team. Now it's time to say goodbye and I can only say thank you.
"Thanks to all the incredible fans of Cardiff, for their warm welcome and support at all times.
"My girlfriend Carla and I will always remember this special city with affection.
"Thanks to Mehmet Dalman and Ken Choo for believing in me.
"Thanks to all the players, the management and the administrative staff for their help and support.
"A special thanks goes to Neil Warnock for all that I have learned under your leadership.
"I started with the utmost enthusiasm and, together with the entire team, I did everything I could on the pitch in each game.
"Unfortunately, the results have not been as we expected.
"All the best Bluebirds! I will always be a Bluebird".
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