The 32-year-old defender has agree a three-year contract to return to his native Holland this season.
Mathijsen told Voetbal International: "I was playing abroad for six years and it was time for a return to Netherlands. Feyenoord's offer gave me a good feeling immediately.
"Feyenoord rose to the top last year and the club want to keep progressing. I want to be part of that and contribute to this group."
The centre-back, who has 82 caps for Holland, has been signed to replace Ron Vlaar after his move to Aston Villa earlier this summer.