The Spanish midfielder has confirmed that he is leaving with a feeling of sadness as he had wanted to retire at Valencia.
"It's a difficult moment, my children are from Valencia and I've been here nine years," he said on Wednesday.
"I've felt hurt and sad by the situation for two days.
"I've always said that my intention was to retire at Valencia.
"I think I have received a lot of support, Valencia fans are the best.
"I've never been in a club like it."
He went on to explain the relationship - or lack of it - that he had maintained with the ownership group at Valencia.
"My relationship with Peter Lim hardly exists," he said.
"I only went to Singapore once when they bought the club and I was only there for 24 hours.
"I've always said things the way I see them, maybe that hurt them."