The Italy international appreciated the kind gesture by the Spanish club before their 7-1 win over Osasuna in La Liga at the weekend
The 29-year-old wrote an open letter that has been published on AC Milan's official website in which he offered his thanks to everyone who has supported him recently.
The Italy international paid particular attention to Real Madrid - his former club - whose players displayed shirts with the message "Forza Cassano" prior to their 7-1 win over Osasuna in La Liga on Sunday.
An extract of his letter reads: "In thanking all those who wished me well when I came out of the hospital, I would like to dedicate a heartfelt thanks to Real Madrid, in particular president Florentino Perez and coach Jose Mourinho.
"Now I will take a rest period at home in Genoa and I will follow my Milan closely on television as well as the national team.
"I also promise that I will be back on the pitch as soon as possible."
Cassano is likely to miss four to six months as he recovers from his operation.
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