The Brazilian is set to depart when his contract expires at the end of June following four years with the Blues where he made 151 appearances in all competitions.
Silva won both the Champions League and Club World Cup with Chelsea after joining on a free transfer from PSG in 2020.
Speaking in a video message posted to the club's social media accounts, Silva said: “I think in everything I did here over the four years, I always gave my all.
"But, unfortunately, everything has a start, a middle and an end. That doesn’t mean that this is a definitive end. I hope to leave the door open so that in the near future I can return, albeit in another role here.
“But…it’s an indescribable love. I can only say thank you."
The defender may have played his final game for the Blues after suffering a groin injury in their 2-2 draw against Aston Villa.
