Leeds boss Daniel Farke encouraged Bamford, 31, to find himself a new club at the beginning of the summer. He has now announced he is leaving.
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Speaking on Instagram, Bamford said: "Right now, with the way it has come to an end and the way things have been handled recently it is all too raw for me to reflect on immediately.
"But in the years to come I will look back at this period of my life with nothing but joy and pride and be super happy with what I have achieved.
"I want to thank all the managers I played under but especially Marcelo Bielsa. I don't know where the club would be without the foundations he laid."