The Brazilian winger is out of contract in June and revealed his intention to leave the Ligue 1 side on his official website.
"I love Paris, PSG and its fans, who have always treated me with great respect,” he said.
“Personally and through social networks, I received many messages from fans asking me to stay. It is a difficult decision, but I think it's time to take a new direction in my career.”
The 31-year-old has found himself on the fringes of Carlo Ancelotti’s side this season and has only made nine appearances for the Ligue 1 leaders.
PSG went top of the table on Sunday when they beat second-placed Olympique Lyonnais 1-0 at Parc des Princes.