Raul has been with the German side for two seasons after leaving Real Madrid, with whom he spent most of his career.
“I have made up my mind and will not be playing for Schalke in the future,” Raul told reporters at a press conference.
“It was anything but an easy decision for me. I would like to thank the club, the president, the manager – they were all very patient with me.
“I would like to say that my future is going to be outside of Europe.
“I will sit down with my agent once again and we will analyse the offers, but it will be a less competitive league.”
