The Uganda international joined the Zambian Super League side two years ago on a two-year deal.
He joined Forest Rangers from Kenyan top-flight side Kakamega Homeboyz.
Through his Facebook page, Kigonya confirmed his exit from Zambia.
“It is with a heavy heart that I say goodbye to you,” Kigonya said before adding.
“I cannot thank you enough for the lessons you’ve taught me and the friendship you’ve so freely given.”
“Absolutely, like any great team, you encouraged me, assisted me, and made me better at what we do.”
“Thank you for sharing the wins and losses, the triumphs and the tribulations. Working with you has been a true privilege.”
“I leave with friends, memories, and lessons learned from each of you.”
“It’s been a pleasure getting to know and working with you during my time in Zambia,” he added.
Mathias Kigonya thankful to people
The goalkeeper also stated his gratefulness especially to the people who helped him, including outside the field of play.
“To the management, technical and the playing unit, thank you for giving me a professional home.”
“To the fans and well-wishers, I can’t thank you enough for all your support.”
“I’m sad to be leaving yet excited for what lies ahead, for me and for all of you. I hope our paths intersect time and again.”
“Once a Ranger always a Ranger. Best of luck to you all. My next destination will officially be made public,” he noted.
Kigonya is linked with a move to former Tanzanian champions Azam in the ongoing mini-transfer window, which closes on January 15.
Azam are home to another Uganda international Nicholas Wadada, who was named the best defender of the 2019/20 season.