Valdes had been linked with a loan move to Belgian side Standard Liege, with reports suggesting Man Utd would help supplement the Spaniard's wages.
The 34-year-old has endured a rocky time at Old Trafford, with boss Louis van Gaal leaving the shot-stopper out of his squad following a refusal to represent the Red Devils' U21 side.
Valdes has been told that he has no future in Manchester under Van Gaal's reign, though now looks set end his nightmare with the club and continue his career elsewhere.
The former Barcelona keeper took to social media to post a message that reads: “Thank you all for your support during these months of hard work for me, I will never forget! See you soon!”