The Brazilian confirmed his exit in an open letter to fans on Sunday.
It read in part: “The time has now come to move on. I am certainly going to miss my teammates. I will miss all the staff at the club who’ve always treated me like a son and I will miss the fans.
“I leave with my head held high, safe in the knowledge that I won things here and always did my best in a Chelsea shirt!”
Willian is believed to have rejected a two-year contract extension with the Blues.
He will now sign for their London rivals Arsenal in the coming days after the Gunners offered him a three-year deal.
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