He said: "I'm very proud of my work at Watford in what has been a short period.
"My decision to come to Watford in November has proved to be the right one. It was a difficult period in the club's history but we became one club after all the turmoil and for that I thank the supporters.
"We are now on different journeys but I wish the club every success and I'm proud to be forever connected in the history of a great club."
It'll be interesting to see what sort of reception he gets next season when the teams meet again in the Championship.