Cafu has written an open letter to Rossoneri fans. (Original
here; translation is mine and apologies in advance for any errors)
Dear Rossoneri fans,
Sunday's will be my last game in the Milan jersey. It's been five years since I've come to be part of the great rossoneri family and 11 since my arrival in Italy.
They've been unforgettable years, rich in indescribable emotions for me and my family and years of great professional satisfaction that, as happens in sport as in life, sometimes alternate with less happy feelings. I coudl choose a long series of mements that will forever remain in my memories: from the first success with San Paolo and Palmeiras, to the extraordinary winning of the scudetto with Roma, to the moment in which, as captain of the Selecao, I lifted the World Cup in Japan in 2002, up to the victories in Milan colors of the scudetto in 2004 and the Champions League last year.
I can't forget less happy experiences, which to me are equally strong, such as the unspeakable night in Istanbul.
All of these are goals in which I arrived at running to the end, with a smile on my lips and with a good dose of humility, hard work and sacrifice. It's these final characteristics that represent not only me, but the entire group that I've had the privilege to work with in these five years. A team composed of great campions on and off the pitch, with whom I've quickly established a splendid rapport, enough to share with some of them their beautiful memories.
I'd like to thank, in my name and the name of my family, the president, coach, my teammates, and the club directors, all of whom I wish the best, and all the friends I've had the fortune to meet during my "Italian" years, and especially the many fans of Milan and Roma who hve always supported and encouraged me.
Marcos Cafu

Forza Cafu. You will be missed!