The 35-year-old, who scored 23 goals in 49 appearances for the Azzurri, has struggled to make his mark due to injuries this season and has made an early exit from the Bergamo club.
He told the Italian media: "I want to thank Atalanta. They have always behaved correctly towards me during both spells at the club."
Nerazzurri chairman Alessandro Ruggeri added: "I think he was pushed to this decision by a number of things.
"This summer he arrived two weeks early so that he could be in form at the pre-season training camp, he really wanted to do well.
"Then he got injured and had to do all the preparation again. For someone in his shape it was a big blow.
"He came back and he was again injured. In short, he's been quite unlucky."
Meanwhile, Fiorentina are anxiously waiting to discover the severity of the knee injury suffered by striker Adrian Mutu during international duty with Romania.
The 30-year-old was injured during the 3-2 defeat at home to Serbia at the weekend and missed the World Cup qualifier against Austria on Wednesday evening.
However, La Viola have denied claims from the Romanian Football Federation that Mutu definitely needs surgery.
A club statement read: "Adrian Mutu will remain with the Romania squad until after their game with Austria before returning to Florence on Thursday.
"When he arrives back the club's doctors will make an official diagnosis of his problem, but any rumours at the moment are unfounded."
Mutu moved to Florence in the summer of 2006 and has scored more than 50 goals in around 100 appearances for the Serie A outfit.
Internazionale coach Jose Mourinho has admitted that he would love the opportunity to manage in Spain and attempt to win titles in the three major European leagues.
Mourinho tasted glory in England during his tenure at Chelsea, before taking up the reins at the San Siro at the start of the current campaign.
He has guided Inter to a seven-point advantage at the top of Serie A and is already thinking ahead to another new challenge.
He said on Italian TV: "My dream is to win three leagues in Europe. I won in England with Chelsea, I will do everything to win in Italy, then I also want to win in Spain.
"This is my first year in Italy. Contracts can be torn up, but I want to stay.
"It wasn't easy to come to Italy but, since I have been at Inter, no-one is more 'Interista' than me."
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