In a heartfelt message posted on the social networking site on Wednesday, Bertrand has explained his decision.
The England international left-back has said that it has not been an easy decision for him, but he wants to seek a new challenge.
Bertrand joined Southampton from Chelsea in February for 12 million pounds and has established himself as one of the best players in the team.
The left-back has been very good for the Saints in the Premier League and is considered as one of the better players in his position in the English top flight.
The 31-year-old has earned 19 caps for England and has scored one goal for the Three Lions.
Bertrand, who is out of contract at Southampton at the end of June, has already been linked with a number of clubs.
Arsenal, Manchester City, AC Milan and AS Monaco are reportedly interested in the left-back.