The Spain international is out of contract at the end of the season and announced during the summer that he would not be signing an extension.
A number of Barca players, including midfielder Andres Iniesta, have publicly stated that they have tried to persuade Valdes to change his mind and stay in Catalunya, but the 31-year-old shot-stopper says he has his heart set on a move abroad.
"My time here is done," the goalkeeper told Antena3. "They offered me the chance to renew [my contract] but my decision had been made. I am seeking new challenges. I want to play in another league and be with my family in another place.
"But this season I have still been feeling the love and support of the people and that is greatly appreciated."
Valdes, a product of Barcelona's youth academy, has spent his entire professional career to date at Camp Nou.