Figo is expected to join Saudi Arabian side Al-Ittihad at the end of this season.
He said: “It’s a difficult decision to leave this club and we will see what needs to be done. You never know what might happen. It is logical that I think I will leave, but in football things change very quickly.
“(Massimo) Moratti is trying to convince me to stay, he is a great person and I feel deep affection for him.
“Nevertheless, at the end of the day the final decision will be mine and I have my own reasons to eventually opt for a move.”