The 34-year-old - who scored the late equaliser and then the decisive penalty in the shootout win over German side Bayern Munich on Saturday - is quoted by the magazine as saying he burst into tears when he told the rest of the squad during their open top bus parade with the trophy on Sunday.
"We (he and his team-mates) will not be together next season," the magazine cited Drogba as saying.
"As I have decided to leave, I wanted to tell them to their faces.
"Only that I couldn't do it. They made me break down. Even if it has been three years that I have said I wanted to leave, I found it hard to admit that it was finished with me and the club.
"Especially that I had no great desire for this end. But I don't envisage sitting on the bench watching others play at a time when the club is looking at putting together a new team.
"So there we go, I am readying myself for a great leap into the unknown.
"It will be another adventure," added Drogba, who is out of contract having been at the club since 2004 after joining from Marseille.
English media have linked the Ivorian target man - scorer of 55 goals in his 84 international appearances - with Chinese side Shanghai Shenhuan, where his former Chelsea team-mate Nicolas Anelka is player-coach.
Source: AFP
Source: AFP