Danny has left Zenit to bring to an end a nine-year spell at the club, the Russian Premier League team have announced.
The Portugal midfielder joined from Dynamo Moscow in 2008 and scored the winner against Manchester United in the Super Cup on his debut.
He went on to win the Russian Premier League three times and become captain of the club, making 255 appearances and earning a place in the Zenit hall of fame.
"During his career at Zenit, Danny showed incredible courage and personal strength," a Zenit statement read.
"Three times the midfielder received a cruciate ligament injury - other players have been forced to finish their careers due to such an injury - but each time Danny came back and won his place back in the side.
"Danny became an icon across Russia, one of the few foreign players to learn Russian. He and his wife Petra's daughter Emily was born in Russia and his twin sons Bernardo and Francisco both play for Zenit at the academy."
Zenit - who have appointed Roberto Mancini as their new coach, replacing Mircea Lucescu - also announced on Monday that Denis Terentyev and Christian Noboa have both signed three-year deals at the club.