Club president Vincent Labrune told The Independent this week that Marseille could not afford to keep Ayew, with the Ghana international expected to move to the Premier League.
Speaking after Marseille's 4-0 thumping of Lille on Saturday, Ayew verified Labrune's statement.
"The president has spoken, therefore, things have been said more or less. We know I'm going to leave the club. This is a page that will turn," Ayew said.
Ayew scored Marseille's fourth goal against Lille - his 10th strike in 27 games this season.
The 25-year-old revealed he was not convinced the south coast club could challenge for the title next season and that they would not meet his wage demands.
"There are many things behind it. We tried to find solutions that I stay but for the club and me it was a bit complicated, whether in sport or financial aspects," Ayew said.
"I expected more, I wanted the club to have a competitive team next year to play the title and it is not insured. And the club could not offer me the same wage."
Ayew's contract will expire at the end of June, bringing to an end almost a lifetime's association with the club.
The midfielder's father - Abedi Pele - played for the club, while Ayew signed his first contract with Marseille as a 17-year-old.
Ayew has made 206 appearances for Marseille in all competitions, winning two Coupe de la Ligue titles.
It is the third season in a row that Marseille have lost a key player with Mathieu Valbuena having departed to Dynamo Moscow last year, while Loic Remy left midway through the 2012-13 campaign.