Willian rejoined his boyhood club last summer after similarly ending his deal with Arsenal early.
The 34-year-old made 45 appearances for Corinthians but scored one goal and usually bore the brunt of angry fans whenever the team lost.
Corinthians are second in the Brazilian league but were knocked out of the Copa Libertadores by Flamengo on Wednesday.
Willian has revealed volume of threats which extended to the rest of his family played a part in his decision to leave.
'The reasons for my departure are the threats I suffered, especially my family,' Willian said in an interview with Globo Esporte.
'The threats never stopped. Whenever Corinthians lost and if sometimes I was not doing well in the game, my family received threats, curses on social media. My wife, my daughters, after a while they also started attacking my father, my sister.
'When I returned to Brazil, I came back with a lot of desire to play for Corinthians.
'I knew the pressure, the demands, the criticism I would receive, but I did not come to Brazil to be threatened, to have my family threatened with every game I lost or if I didn't play a good game. That's the main reason.
'I know it's not all fans, I know it's the minority, but it ends up causing a very big impact and mental damage, especially on my daughters. Emotionally it affects a lot.
'A lot of people may think it's me-mi-mi, that I'm making a lame excuse to leave... I wouldn't need to do that, because I gave up a lot to be able to come to Corinthians , not only financially, but life I had.
'Here in Brazil it was going to be a completely different life for me and my family. But when it comes to threats, especially to the family, we are worried. My family is my greatest asset, so I have to take care of them.'
Willian has been linked with a return to the Premier League as Fulham are reportedly interested in making a move for the former Chelsea star.
Willian’s bright spell at Chelsea saw him win two Premier League titles, one League Cup, one FA Cup and the Europa League.