The 26-year-old is expected to leave the French giants this summer after talks with the club over a new contract collapsed.
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Several reports have suggested that Man City are in talks with PSG over a deal to sign Donnarumma despite already adding James Trafford.
PSG are understood to be holding out for a fee of around £50 million for the Italy international, a fee that City are reluctant to pay.
Donnarumma, who played a key role in their Champions League triumph last season, received a standing ovation from the PSG fans as he waved goodbye.