According to Sky Germany, Sadio Mane bid his teammates at Bayern Munich farewell on Sunday before joining Al Nassr.
This week, Mane will have a medical exam with Al Nassr.
The Senegal international will agree to a four-year contract with the Saudi Arabian club worth more than €40 million (£34.4 million).
Mane moved from Liverpool to Bayern Munich last year. During his first season with the Bundesliga champions, the attacker failed to truly make an impression.