The Brazilian midfielder, renowned for his deadly free kick accuracy, made 13 appearances for the club in his short stint and is returning to his homeland to be with his family.
"We are very disappointed that Juninho has decided to return to Brazil because he is a great professional and a very talented footballer," Red Bulls sporting director Andy Roxburgh told reporters.
"We wish him all of the best and thank him for his valuable contributions during the first half of the 2013 MLS campaign."
Juninho, a member of Brazil's 2006 World Cup squad, praised the New York club's supporters after helping the side to second place in the MLS Eastern Conference.
"Before I leave for home, I want to thank the New York Red Bulls for the opportunity to experience MLS and to wish my team-mates and the club’s excellent fans every success for the remainder of the season," the 38-year-old said.