The 36-year-old will quit playing top-level football at the end of the season.
“This is the first time I have celebrated before playing,” Figo told A Bola. “This is the best way to end.”
Figo has been linked with a move to Major League Soccer in recent months.
He added: “I will not play again at the highest level and I will most likely not accept any offer.
“Only if something special emerges, and it is from outside of Europe, but it is not likely.”