The 24-year-old took to Instagram to write a letter of thanks to players, staff and fans for his 18-month stay in the capital.
As I am about to enter a new chapter, I would like to thank @acmilan fans who have shown incredible loyalty and faith in me.
I also want to thank the great staff who have shown exceptional patience and guidance over the years.
Most importantly, I want to express endless gratitude to my teammates who supported me on and off the pitch, just like my family does.
Your camaraderie will be forever appreciated.
Now with his new club, Balotelli could make his debut in Sunday's game against Tottenham.
Mario Balotelli wrote a touching goodbye to AC Milan fans, staff and players last night. pic.twitter.com/BmHkKlgWZu— Bleacher Report UK (@br_uk) August 26, 2014