The Spain international has revealed he plans to depart the Basque outfit, but was coy on his destination, stating that his future was in the hands of his agent
As Goal.com exclusively revealed earlier this week, the Bianconeri are set to make a renewed €7 million (£5.7m) bid to tempt the striker to move to Turin in January before rival suitors can begin negotiations.
Llorente has now confirmed his intention to depart the Basque side, although he conceded it was painful to quit his boyhood club.
"I'm leaving Athletic," he told Tuttosport. "The truth is that the project is very good and for me it's a pain, an absolute sadness not to play next year in the new San Mames, but football is like that."
The 27-year-old refused to be drawn on his destination, however, stressing that his sole focus was to continue training and playing for Marcelo Bielsa's side.
"Everything is in the hands of my representatives. I'm only focused on training, to train, to play," he added.
"I'm just thinking about football today, about our league."