Valon Behrami has informed the club he wishes to return to Switzerland.
FC Sion appear to be the club of choice, as the 32-year-old midfielder looks for somewhere closer to his family.
"I have had discussions with Sion, and there is something serious going on with them," he said.
"Joining them would be a challenge for me, and I have never yet played in the Swiss Super League. I want to play for a club either in or nearer to Switzerland, as I'd like to live in Lugano with my family.
"I have told Watford that I want to move, and they will decide what happens. But I will accept whichever decision they take, as I get on very well with them.
"I now hope to have four weeks off. I need this time off for the sake of my mind and my body, as this last season hasn't been the easiest.
"The next contract I sign will probably be my last, so I have to give it serious thought."