The controversial forward has completed a switch to the Serie A side by signing a four-and-a-half-year deal.
"[The fans] are the best, they were great with me and I will always have a very special place in my heart for City, it's a great club with a great future," Balotelli told the club's official website. "I thank them for all of their support of me. Maybe one day we will see each other again.
"I think to win the Premier League was a very special moment, and I am proud to have been a part of that. I said goodbye to everyone at the meal in London before the game at Queens Park Rangers. It was a very emotional for me.
"I spoke with Roberto before I went to speak to the players. We spoke for some time about lots of things. He was sad, and I was too. But it was a good conversation. I love Roberto, he has been very important for my career, and I will always thank him for having trust and faith in me."
The 22-year-old, who dominated the headlines primarily for his off-field antics, has insisted that he has 'grown' as a person since joining City in 2010.
"Being at City was an important part of my life and career," Balotelli added. "I needed to grow up like a player and as a person and it has been a very good experience for me."
Balotelli is thought to have taken a pay cut in order to move to the club he supported as a child.