Tannane joined Las Palmas from parent club Saint-Etienne on a season-long loan last summer, but the 23-year-old's stay in Spain was cut short last month after failing to impress in his 11 appearances for the Canary islanders.
Tannane has admitted that he was unaware that the team were based on an island when it was agreed that he would spend the 2017-18 campaign in Spain's top flight.
"I should never have joined Las Palmas, I did not know the club played on an island," Tannane told Le10 Sport.
"I never could settle in and I never felt at home and quickly I realised I would find it difficult to fit in, due to the language barrier and not having my family and friends."
Las Palmas are currently 19th in La Liga after collecting just 17 points from 22 league fixtures this term.