The France international was a star man in Sunday's European Championship final against Portugal.
France's Moussa Sissoko and referee Mark Clattenburg
In the message Sissoko, capped 42 times by France, thanks several parties, including "Newcastle and their extraordinary supporters for helping him develop as a player and discover the English championship."
The message, above, is translated from French below:
"The Euros finished last night. Unfortunately it didn't finished how we hoped, how you hoped. We felt the incredible and magical support of France and French people. I want to take the chance to thank you all.
"First of all I want to thank Aulnay and its people for supporting me without doubt (unconditionally). Aulnay sous Bois is in my history it is my point of departure, it's where it all started and I will never forget. My attachment and my appreciation for MA city are eternal. I haven't forgotten any of your faces, you are all in my heart.
"To my mom, my dad, my sisters, my nephew. They are my first circle, my protection, my happiness, my courage/strength , the circle of my love. Their indestructible support makes me happy and serene. I love you all.
"To my son, whom I love without limits, Kais. He is the source of my strength, my motivation, my energy. His affection, gentleness and love are the engines of my life. One day he will become a man. Today like tomorrow he will stay my baby.
"To my teachers, my coaches from AsB, Red star to Toulouse and Newcastle. You have taught me football, the respect, the discipline and the love for the game. I have am thinking of all of you.
"To my agent, my confident, my uncle bakari. Always there for me since I was little. His energy and kindness fulfil me. I thank him and his associate Seran Diabate for being next to me.
"To my club Newcastle which allowed me to develop as a player and to discover the English Championship. To the extraordinary fans who have always supported me. I say thank you to all of them.”
"Finally, to France and French people who allowed us to go on this beautiful road. Those faces, smiles, encouragement and kindness are forever engraved in my memory. Your messages which you took the time to send me here on social media have touched me. I am forever grateful because they are the streams which tomorrow will make the river of our victories. The word thank you is too weak to transmit for all the happiness and emotions you have given us. Thank you all.
"We haven't won the title. But I hope that our team has won your trust and your hearts. For us that is one of the most beautiful victories from Euro 2016."
France's Moussa Sissoko in action with Switzerland's Xherdan Shaqiri
Sissoko had appeared eager to leave St James's Park after Newcastle were relegated, telling Foot Mercato that he was flattered Rafa Benitez wanted to keep him but that he was eager to leave for Arsenal, who he described as a "beautiful team."
The midfielder has played 133 times for the Magpies since joining in 2013, scoring 12 times. At the European Championships in his home country, he played every game but the win over Albania. However, he was in the starting eleven from the quarter final onwards, and was arguably France's best player as they lost to an extra time goal from former Swansea striker Eder.
Aston Villa's Alan Hutton in action with Newcastle's Moussa Sissoko