Gabi announced his move at a news conference on Tuesday and said it was the right time to move on.
"It's a difficult and emotional day, thanks for helping me make the hardest decision of my career," Gabi said.
"I've been thinking with my heart since I was 12 and now I have to do it with my head.
"Two reasons. The first, that in a week I turn 35 and I probably do not have another similar opportunity.
"The second, that the two previous times [he could have left] I would not have been winning. This time I have the chance to leave with a title."
Gabi scored the last goal as Atletico beat Marseille 3-0 to seal the Europa League title and the midfielder is already plotting his return to the Wanda Metropolitano.
"I want to return as soon as possible, everyone knows that I consider it my home and I will help the club or with a scarf in my hand," Gabi added.
"First to learn English, to prepare myself and in two or three years I hope to be here."