The 33-year-old Brazil international joined Arsenal on a free transfer in the summer of 2020 after leaving Chelsea, signing a three-year contract with the Gunners.
However, Willian failed to replicate his Chelsea form in North London, scoring just one goal in 37 appearances in all competitions as Mikel Arteta’s side finished outside the European places.
Willian still had two years remaining on his contract but has opted to end his eight-year spell in England and return to his country.
"Unfortunately things on the pitch didn't go the way we had all planned and hoped, I received a lot of criticism, especially from some members of the press, that I had come here for financial reasons… I hope with my actions today explain [sic] to those people and they now understand that was not the case," Willian explained the reasons for his exit on social media.
"I hope it teaches some people that they not be so quick to pass judgement and create bad environments to make themselves important, even though I accept that's part of the game.
"All my career I have done everything to be the best I can be. I always want to win and I find it hard to accept not doing so. Unfortunately, it didn't happen for me at Arsenal and I am sorry about that.
"I came to England in 2013 and I have enjoyed every minute of my time here. I want to thank everyone who has helped me along the way to play in this wonderful league that is full of heart and spirit."
Willian’s bright spell at Chelsea saw him win two Premier League titles, one League Cup, one FA Cup and the Europa League.