He told ESPN earlier this month that he would have liked to stay at United for the rest of this season but also revealed an interest in moving to Major League Soccer.
"It's so hard to see this dream come to an end," he said on Instagram. "But I give God the glory for helping me fulfil this lifelong dream of putting on a Manchester United shirt as a player and represent this great club, it was indeed an honor I will forever cherish and be grateful for.
"To the manager I say thank you for trusting and believing in me when many did not, to my amazing teammates I will miss you guys, it was always fun and a time I look forward to training and spending time with all of you. And I pray we win the league and FA Cup this year.
"To the best fans in the world (the Manchester United fans) we have missed you, but we hear your voices cheering us on from afar, we can't wait to have you all back on the stands.
"I'm still and would remain a Manchester United fan forever. Once a Red, always a Red. Thank you Manchester United and God bless."
Ighalo made a key contribution to Ole Gunnar Solskjaer's team at the end of last season, scoring five goals in 19 appearances as United reached the semifinals of the FA Cup and Europa League, as well as finishing third in the Premier League to secure a return to the Champions League.