The striker spent five years at Saints, but, after battling injuries for much of his stay, headed for a fresh start at The Hawthorns on Sunday.
“Just wanted to say a massive thank you to the Southampton fans and all that are involved at the club,” he said.
“My five years has been full of highs and lows but one thing that I will take away is the support you showed me through it all.
“I will never forget my time here or the people that I have met.
“I wish Southampton FC all the best for the future and look forward to seeing them continue their journey.”