Saido Berahino will return to a fitness camp in France and has opened up on his "period of turmoil" at West Brom.
Berahino was exiled to France earlier this month in a bid to improve his conditioning after failing to score a Premier League goal this season and falling down the pecking order at the club.
Head coach Tony Pulis said the striker was nearing a return to first-team action during a news conference on Thursday, but the striker will travel abroad to continue his quest for match fitness.
Berahino, who has been the subject of frequent transfer speculation linking him with a move away from West Brom, suggested the media's attention on his future has hindered his recent ability to focus.
"I have had a good, constructive talk with Tony Pulis and the club's senior management and we all agree this is the best way forward for me," Berahino said in a statement on the club's official website.
"This last year has been the most difficult of my career and it has left me short of the form and fitness required for the Premier League.
"I have never been a player who lacked confidence or a belief in himself but that has been where I have found myself and it has hit me hard.
"It has left me feeling depressed and struggling for focus which has made it even more difficult to regain full fitness.
"Constant speculation in the media doesn't help and I have made this statement in the hope that it will respect my privacy and determination to get my career back on track.
"I want to thank the club for its support throughout what has been a period of turmoil for me. It may not have always seemed as if I have appreciated the efforts of everyone here to help me but believe me I do.
"Albion has been my second home and the club that has brought me this far. It has never turned its back on me and when I need it most has been at my side."
Berahino, who will miss Monday's Premier League match with Burnley, also thanked West Brom supporters for their backing.
"I also need to speak directly to the Albion fans," Berahino continued. "I know many are angry with me and feel I have let down their club. I have to deal with that criticism.
"But I know from the messages of support I receive there are many who still believe in me I want them to know that I intend to do everything I can to repay that faith while also hopefully winning over those who doubt me."