The 26-year-old, who was thought to be a target for Real Madrid and Chelsea, made a big-money move to Parc des Princes following three years at Napoli.
As a thank-you to the Italian club's fans, Cavani released an advert in Corriere dello Sport saying: "1000 unforgettable days. 104 special moments. The Blues will always be in my heart. Thank you for so much love. Gracias Naples."
Cavani accompanied the message with a black and white photo of himself appearing to blow kisses.