Kaka said late Thursday that he wanted to change clubs after scoring two goals in a friendly for Madrid.
"I have less and less of a place on the team," said Kaka. "The club knows that I would like to leave and I want it to help me find a solution."
The 31-year-old Brazilian will have until Monday to secure a move before the summer transfer window closes.
Kaka said he wants to move to another European team, discarding a return to Brazil because "the market is closed" there.
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"I don't want to have an ugly exit. That's why I am a professional ... I have to keep training because if I want to change teams, I need to be ready to play."
Kaka joined Madrid from AC Milan in 2009 for 65 million euros (USD 92 million). But after injuring his left knee, Kaka was never able to establish himself as a first-choice player under former coach Jose Mourinho.
Already behind Mesut Ozil, Luka Modric and newcomer Fransisco "Isco" Alarcon, Kaka could soon find himself pushed even further down the squad list if Madrid secures the transfer of Gareth Bale from Tottenham.
Kaka was left out of Brazil's squad for the recent Confederations Cup that the country won on home soil. Brazil hosts the World Cup next summer.