Willian said "I did not come to Brazil to get threatened" after leaving Corinthians just under a year after joining his boyhood club.
The midfielder returned to his homeland last August after his Arsenal contract was terminated.
Willian will be on the move again after revealing he has been subjected to death threats from fans and his family have also been targeted.
"I did not come to Brazil to get threatened," the former Brazil international told the Globo Esporte.
"Whenever Corinthians lost and if sometimes I was not doing well in the game, my family received threats, and curses on social media.
"My wife, my daughters, after a while [they] also started attacking my father, and my sister."
Corinthians said in a statement: "Corinthians accepted the dismissal of the athlete, the anticipation of the end of the contract.
"Willian alleged private and family problems and the desire to leave Brazil. Corinthians is sorry, but respects the player's decision."
The 34-year-old has been linked with another spell in London with Premier League new boys Fulham.