"I have told the President (Claudio Lotito) that I would like to go for the belief that it is best for as a professional," the Brazilian midfielder wrote on his Facebook page.
"I want to thank Lotito personally because he has always been fair with me, but this is my choice.
"Thank you for the love which you have given me from my first day here until today, and know that I will love you forever and will never forget you."
The sale of Hernanes is yet to be made official but news of the deal sparked protests from Lazio supporters, who staged a demonstration against the decision to sell one of their key players outside Lotito's offices in Rome on Friday.
On Thursday afternoon the 28-year-old Hernanes was seen crying with fans as he left the club's Formello training ground.
While Lazio have publicly played down the transfer, Italian media reports said they want 20 million euro (16.48 million pounds) for the player, who has scored three Serie A goals in 17 appearances so far this season for Lazio, while Inter are trying to negotiate them down to 16 million euro.
Lazio are unbeaten in the league since Edy Reja took over from Valdimir Petkovic at the end of the winter break and lie in 10th place in Serie A, level on 28 points with AC Milan.
(Reporting by Terry Daley; editing by Sudipto Ganguly)
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