The 26-year-old, who is set to seal a move to Manchester United, posted a message on social media following the conclusion of the season.
There were highs and lows during the campaign for the forward. He scored 15 goals, but also received two separate bans after incidents against Ipswich and Bournemouth.
With the Brazilian likely to seal a move to Old Trafford as early as this week, he spoke about his 'love' for Wolves on social media.
"Wolves, what can I say to you? What an incredible season,’ he wrote.
"We didn’t get to where you deserve to be, but we did everything we could to make you proud. I love these guys.
"Individually, it was the best season of my life. All of this was only possible because of all the dedication and love I have for this club.
"I became the Brazilian with the most goals in a Premier League season, along with Roberto Firmino and Gabriel Martinelli.
"I made mistakes and got things right, but always because I lived this club so much.
"All I ever wanted was to do the impossible for Wolves. Another one is over. And thank you all for all the affection."