Hartlepool have announced they will not sign convicted rapist Ched Evans after boss Ronnie Moore expressed an interest.
Arsenal manager Arsene Wenger insists he will only spend money in January on the right player.
The 32-year-old initially joined the Saints in 2010 on loan from Italian side Cesena, before that move was made permanent.
Do Prado has started just three league games in the last 12 months, and he has accepted that he will be departing St Mary's in the summer when his contract expires.
"I am going to miss Southampton if I have to go. I would be sad to go," said do Prado.