The 30-year-old playmaker has barely played this campaign but came on as a substitute against Bologna on Sunday and curled in a free kick in a 3-0 win that secured Vincenzo Montella's team sixth place and a berth in the Europa League qualifiers.
"My dearest Milan supporters, thank you. It has been a challenging three and a half years but because of that I have been able to grow as a person," Kyodo quoted Honda as saying on social media.
"I will be leaving Milan after this season, but I look forward to seeing you again soon. I may not be a player then, who knows in what way we'll meet."
Honda joined Milan from CSKA Moscow in 2014, describing it as a "dream come true" at the time, but arrived at a club on the slide and his playing minutes have dwindled dramatically under former Italy striker Montella, who took over last year.
Honda has been linked with a move to Major League Soccer in the United States and also with several clubs in Spain's La Liga. Milan will end their season with an away fixture at mid-table Cagliari next Sunday.
(Reporting by Ian Ransom in Melbourne; Editing by John O'Brien)
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