The Denmark defender, 35, comes off contract at the end of nex month.
He told the club's website: Many, positive and negative. I've had the feeling that it is right to end it now for a couple of months, and now it's time for a new adventure.
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In my journey over these four years, I've reached a good level. But obviously I could have also given more, to help even more. Now is the right time."
Let's say I've divided my future into three sections," he added. There is a week to be available for my last match in San Siro. Then there is the adventure with Denmark, that's always very special. And after that I have to find the right place to continue playing football. But, the most important thing is this week."