The decision has angered Lancashire members and was criticised for being “pretty disrespectful” by Anderson’s former England bowling partner Stuart Broad, who said it showed a lack of leadership given the veteran was not given a farewell.
Anderson first played List A cricket in 2000 as a 17-year-old for the Lancashire Cricket Board against Suffolk.
In addition to his 911 international wickets – an England record and a record for all pace bowlers – Anderson claimed 443 first-class scalps for Lancashire, along with 83 in List A cricket and a further 50 in T20s.
It is understood other counties are interested in signing the bowler, who turns 45 next summer.
He joked he “wouldn’t have thought” he could play for Lancashire’s historic rivals Yorkshire, but on his future added: “I am still trying to process everything and weigh up the best way forward for me.
“It has been 10 days since it happened.
“I am starting to get excited about the future, whether it is something different or playing cricket again. It is exciting.
“There are exciting challenges ahead. I have to attack it like that and not dwell too much on how or why it finished at Lancs.”
He added: “I am sad the way it ended with the club I supported as a kid but now I have thought about it I am quite excited for the future.
“I am always going to support Lancashire.
“I was born there, grew up watching them, had some of my most memorable days out with dad watching them, got to play for them and captain the club, which is something most people dream about.
“I feel like I have a special connection with the club and will always support them.”