Paulista is due to arrive in England on Sunday to undergo a medical ahead of finalising a loan move to Upton Park, with the option of a permanent arrangement.
He will not require a work permit as he holds an EU passport and the Brazilian is looking forward to the next chapter in his career.
"I have had two successful spells at Cruzeiro," Paulista told Lancenet. "I thank the fans for their kindness during the time I was honouring the blue shirt.
"I am sure I am leaving via the front door and I hope I can return in the future.
"The transfer was good for everyone involved, now I'll work hard to succeed in this new stage of my career."
Cruzeiro's director of football Alexandre Mattos wished Paulista well for the future and paid tribute to the 28-year-old's time at the club.
Mattos told Terra: "Cruzeiro thanks Wellington, who is a great professional. He has always honoured and liked Cruzeiro, just like Cruzeiro likes him. He leaves with the club's doors open."