Lucio will leave Inter Milan this summer after three years at the club, according to his agent.
The defender moved to the San Siro from Bayern Munich in 2009.
Despite recently signing a contract extension until 2014, the Brazilian will move on in the next few months.
"He has put an end to three great years at Inter and he feels it is time for a change," Sandro Becker told Lancenet. "We have been taking care of this since last week and we will speak with Inter again on Wednesday.
"We shared our thoughts and Inter accepted it. Now we have to look for a new club.
"Lucio has only made friends where he has been. He was the one who decided to leave, but Inter understood him. It was a friendly decision."
The centre-back has won one Serie A title, two Coppa Italias and the Champions League since he has been with the Nerazzuri.