Southampton said Pochettino asked the south-coast club to post the following message on their website (www.saints.co.uk)."I would like to thank everyone at Southampton for the support that myself and my coaching team received during our 18 months at the club," he said.
"We have been on an incredible journey and enjoyed some great experiences.
"I will always have fond memories of my time at St Mary's and wish everybody the very best for the future.
"I hope the team can continue to prosper."
Pochettino led Southamton to eighth place in the standings last season, equalling their best ever Premier League finish.
Southampton's England left back Luke Shaw said on Twitter: "Would like to thank Mauricio for everything he has done for me. Great manager, great guy and has helped me a lot. Wish him all the best."
Earlier, Southampton chairman Ralph Krueger issued a statement saying: "The club has been on a constant path of growth since the arrival of Markus Liebherr (as owner) in 2009.
"This growth took place before Mauricio came, it continued strongly under his leadership, and it will continue into the next season. The board’s job is to find opportunity in this challenge and to continue to move the club forward," he added.
“We have begun the search for a new high-calibre manager. We will be looking for a manager that shares our values, our principles and our philosophy; a manager who can continue to grow the first team and build on our strong foundation – a foundation led by an ambitious vision and plan that continues to build on our world-class academy, our amazing 129-year heritage and our excellent staff, and rewards our loyal and passionate fan base.”
Former FC Basel manager Murat Yakin is the bookmakers' favourite for the job. The Swiss-Turkish coach is rated at 11/4 ahead of former Cardiff City and Swansea City managers Malky Mackay and Michael Laudrup respectively, ex-England manager Steve McLaren now at Derby County and Napoli boss Rafa Benitez.
(Reporting by Ossian Shine, Editing by Ed Osmond)
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