The 26-year-old Italian goalkeeper is likely to leave the French club this summer due to failed contract negotiations.
Reports suggest that Manchester City are in talks with PSG to sign Donnarumma, despite already having goalkeeper James Trafford.
PSG is reportedly asking for around £50 million for Donnarumma's transfer, a price that Manchester City is hesitant to pay.
Donnarumma, who played a crucial role in PSG's Champions League victory last season, received a standing ovation from the fans as he waved goodbye.