"Not only my adventure in NY comes to an end but my journey as a football player as well," Pirlo, who has 116 caps for his country, said in the message.
The midfielder made his senior debut for his hometown club Brescia at the age of 16 before moving to Inter Milan in 1998.
He struggled to nail down a starting place at Inter, where he was deployed behind the strikers, and was signed by city rivals AC Milan in 2001 with doubts looming over his effectiveness.
Pirlo played second fiddle to Rui Costa in his first season at Milan, where like at Inter he was deployed as a 'trequartista', a position where his lack of pace hindered him.
It was only under Carlo Ancelotti the following season that he began to flourish, with the manager's decision to move him to a deeper role just in front of the defence allowing his playmaking talents to come to the fore.
Milan won the Champions League and Italian Cup in 2003 with Pirlo pulling the strings, and the team won the Serie A title the following year as he continued to blossom in the 'regista' role that has since become synonymous with him.
By the time he won the World Cup, Pirlo was being hailed as the world's best playmaker and when his form at Milan began to decline, he was offered a move to Juventus.
He enjoyed a renaissance at the Turin club, leading Juventus to the first of the four consecutive Serie A titles he won with them in his debut season, before moving to the United States in July 2015.
Pirlo helped New York City reach the MLS play-offs in each of the past two seasons, but was unable to add to his trophy haul with the club.
"I would like to... thank my family... every team I had the honour to play for, every team mate I have been pleased to play alongside, all the people who made my career so incredible," he said. "You will always be on my side and in my heart."
(Writing by Simon Jennings in Bengaluru; Editing by Christian Radnedge)
