Inzaghi and Gattuso quit AC Milan
"The first and only thing that I want you to know forever is this: I played and won for us," striker Inzaghi, 38, wrote in an emotional letter to fans on the Milan website.
"Playing without sharing emotions means nothing, but you and I, we, we did everything together. We were always on the same wavelength, and no-one will ever take that away from us."
Midfielder Gattuso, 34, said he planned to go away.
"I'm going away for a year, this is goodbye. The moment has come to move myself away, but I don't know yet where I will go," he said.
The pair won two Serie A titles and two Champions League crowns over more than a decade at the club, and both were World Cup winners with Italy in 2006.
The departures will necessitate some rebuilding work at Milan, who lost their Serie A title to Juventus last weekend.