The Bergamo outfit have reportedly reached an agreement with La Liga's Sevilla for the sale of the attacker who has fallen out with coach Gian Piero Gasperini.
"It's a mixture of feelings, after so many years in this city," the 32-year-old Argentine told Sky Sport Italia. "I'm sad, and also happy. Sometimes things happen and go a certain way, but I would do it all again because we wrote the history of this club. I leave Atalanta at the top in Europe."
Gomez joined the side in 2014 from Ukrainian outfit Metalist Kharkiv, and skippered them to the Champions League quarter-finals on their competition debut. He has scored 59 goals in 252 games for Atalanta.
Gomez fell out with Gasperini after a clash of opinions during half-time in an European match this season. The club went through to the last 16 for the second consecutive season where they will play 13-time winners Real Madrid.
"The fans? I'll miss them a lot, Bergamo is in my heart. We will surely see each other again soon," added Gomez, who has scored one goal in five appearances for Argentina.