Cunha moved from Hertha Berlin to Atletico Madrid for approximately €26 million in 2021, but he has struggled to establish himself during his 18 months in the Spanish city.
The Brazilian forward has only started 10 times in La Liga, including just twice in the first half of the current campaign. In 2021-22, he scored seven goals in all competitions, but he has yet to score in any of his 17 appearances this season.
“Loving and feeling loves. Things like that will never change,” Cunha wrote in a statement on Instagram.
“Identifying with something, feeling important, feeling affection, and feeling part of a whole family is different. To you, Atleticos, thank you from the bottom of my heart.
“You have fantastic players. You have fans who make you feel at home even on the other side of the world.
“Football is like that, like any other job, there are those who are in charge, they have their hierarchies and there are those who make the decisions, and then you also have to make yours. My heart will always have a piece of Atleti!
“You always had my everything, simply because I felt that you gave me everything. Thank you very much.”
This week, 90min indicated that a deal to Wolves was nearing completion. The English club and Atletico Madrid have agreed to an initial loan that may be made permanent in the summer for €40 million (£35 million).
Cunha desires to collaborate with the incoming Wolves head coach, Julen Lopetegui.
Aston Villa, Everton, and Leeds were all in contact with Atletico, and Cunha’s representation offered his services to Manchester United, Liverpool, Chelsea, and Newcastle.