Nene was dropped recently after a dispute with coach Carlo Ancelotti.
“It’s a hard decision to make but I think the time has come for me to follow a new path in my career,” the Brazilian told his official website (www.nenefutebol.com.br) on Wednesday.
“I think we will reach a consensus and (I will) be released from the remaining contract compliance.”
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Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.
Newcastle United are staring down the barrel of relegation to the Championship for the second time in the past eight years.