The Colombian has spent two years in the Spanish capital and has enjoyed every minute of his trophy-laden stay with Los Colchoneros but refused to confirm his exit
The Colombian forward is set to complete a £50 million switch to Monaco this summer, having helped the capital club win the Europa League, the European Super Cup and the Copa del Rey in a two-year spell.
|1/33||Falcao is 1/33 with BetVictor to join Monaco
"I never expected to win three titles in so short time, this has been like a dream. Yesterday I lived a very emotional moment I had never lived before with the fans and a club.
"I will never forget it and I don't know how to give them thanks."
However, Falcao refused to confirm that he would leave the club in the summer: "Right now, I can't talk about my future, there will be time later."
Colombia are set to play Argentina on June 8 as their bid to qualify for the World Cup continues and the forward is confident his nation can prevail in the clash.
"Colombia have a great team with the capability to play in any field, any time, against any rival but we need to be discreet and think about what can we do against Argentina."