The 33-year-old former Newcastle United forward, who signed with West Ham United last summer, addressed fans directly on social media after the club's failure to retain their Premier League status.
"It hurts. We have failed as a team and definitely fallen short of everyone's expectations," Wilson wrote.
"It was well documented that I had a history with West Ham, yet from the moment I arrived, I felt nothing but welcomed by all the fans here."
Wilson acknowledged his limited involvement throughout the season while refusing to use it as an excuse.
"I felt really good and positive coming into this season, and I believe I could have contributed more given the opportunity. As you could see, my time on the pitch was very limited at times, but that was out of my control."
He signed off with a message that was pointed in its warmth.
"I've always trained hard, kept my integrity, and given my all whenever I've been allowed to wear the iconic Claret and Blue shirt. For now, all I can say is thank you. Thank you to everyone who supported us. Your passion is amazing, and I truly hope you return to the Premier League, where you belong, as soon as possible."
Wilson spent the bulk of his career at Newcastle, where he was a popular and reliable Premier League striker before injury disrupted his final years at the club. The move to West Ham represented an attempt to keep playing top-flight football, but the campaign ended without the platform he had hoped for.
He has not announced his next club and has not confirmed whether he intends to continue playing or retire. At 33, with his contract now lapsed and a season in which his appearances were restricted, the options are likely to be limited to the Championship or beyond unless he seeks a short-term deal in the Premier League.
West Ham will now prepare for life in the second tier under their current management structure. For Wilson, the parting statement read like a genuine farewell — to the club, and possibly to the top division he has called home throughout his career.