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El Shaarawy, who joined Roma in January 2016, completed a move to Chinese club Shanghai Shenhua.
Afterwards he took to Instagram to say his goodbyes.
"What is for sure is that no-one will ever be able to take away from me the emotions I experienced playing for this club: from the backheel goal on my debut until the final tour of the Olimpico," El Shaarawy said.
"I speak to you all from my heart, as if you were my friends, and I want to say that I am sad to be leaving behind a city and a fanbase that has given me so much, from the very first day I arrived.
“Over these three and a half years I have grown a lot alongside you, and I want to thank all the fans and my teammates, my coaches and the directors, along with all those who work at Trigoria or I have got to know during this time in Rome.
"The thing that makes me happiest is that I leave having made so many great memories and friendships during my time here; that will always remain in my heart. This is not a goodbye… thank you Roma.”
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