Cavani brought his seven-year stay in the French capital to an end to sign a one-year deal with the Premier League side.
He joined PSG from Serie A side Napoli in the summer of 2013 and quickly established himself as one of the best players in France.
Cavani made 301 appearances for the Parisians in all competitions scoring a record 200 goals and 43 assists.
The former Palermo marksman was limited to only 22 games last season due to his injury problems and the arrival of Mauro Icardi from Inter Milan.
The 33-year-old took to his Instagram account to thank the fans of PSG for the fond memories at the Parc des Princes.
“I know it’s been a while since my departure but sometimes it’s better to leave a bit of time to pass,” he said in a video.
“It’s better for the head and there is less risk of creating situations that are sometimes not true but sometimes they’re negative. I prefer to wait to talk.
“Thank you to the supporters who gave me their heart. It is a love that grew over time with the supporters which is important alongside sacrifices, work and results. That’s why it’s important to me.
“All the nice moments we had spent together, even the not so nice moments which are part of life, that’ll stay here (in the heart).
“Thank you to everyone who worked in Paris, who did things with affection for me, that’s what’s important, that’ll stay in my head and body. Life continues.”
