The Brazil international has thanked the Madrid players, fans and hierarchy for their support over the past four seasons
The attacking midfielder spent four seasons with Madrid, but signed a two-year deal with Milan on Monday to complete his return to the club where he made a name for himself in Europe.
"Dear Madridistas," the Brazilian starts.
"Four seasons of work and dedication. In these four years wearing the Real's white jersey, I won three titles and could enjoy the love and respect of a great club.
"Going back to Milan is a new page of my life, but I'll keep in my heart all the great moments in Spain knowing that I gave my all for the success of the team.
"Being part of the history of such a great club like Real Madrid is one of the best parts of my life, even though I also went through some difficult moments.
"Let me thank you all my colleagues, coaches, all Madrid employees, the management, club president Florentino Perez, all the Madrid fans and all the others around the world who have supported me.
"Thank you very much and Hala Madrid."
The 31-year-old won La Liga, the Copa del Rey and the Supercopa de Espana during his time at Madrid.