The former Bayer Leverkusen defender, 33, had one year left on his contract but was allowed to return home after falling out of favour at the Stadio Olimpico.
Juan, who had been expected to sign for former club Flamengo, said he would always be a Roma fan.
"There are cycles in football and mine at Roma was beautiful," he told Gazzetta dello Sport.
"I’ll always carry the fans and my team-mates in my heart who were always very respectful to me.
"I’ll leave with my head held high as I always did my best and I’m proud of that."
Juan joined Roma from Leverkusen for £5 million in 2007 after making 170 appearances for the German club.
He went on to play 144 times for Roma, scoring 11 goals, and earned 82 caps for Brazil in a 10-year international career that ended after the 2010 World Cup.
The Rio de Janeiro native only made 11 appearances last season, scoring three times.