The exit of the Spanish winger was demonstrated after Chelsea beat the Wolves 2-0 thanks to goals from Mason Mount and Olivier Giroud.
Pedro, 32, joined Chelsea from Barcelona in 2015 and left after adding the Premier League, FA Cup and Europa League to his cv.
He posted a series of photos after his last match, which included celebrations in the locker room.
Peter captioned the photo: “My game at Stamford Bridge.
“Thank you to all the enthusiasts for your help those years, to the club for giving me the chance to be blue and my teammates.
“You’ll be at my center forever. Now let’s fight for the FA Cup trophy !!! GREAT BLUE FAMILY”.
But former Chelsea Fábregas replied: “What a career you’ve had with Les Bleus.
“Thank God you listened to me and landed in the right place.”
Boss Frank Lampard said after the game: “Pedro played his last game for the club. The boys just serenaded him enough in the locker room and rightly so for the career he has in general and for this club.”
“It was his last Premier League game, but the effect he’s had here is huge.
“I need to thank Peds and wish him luck in his progress.
“It’s there for the rest of the matches, but there’s a wonderful club player going away and the club spirit I saw afterwards is pretty special.”
Pedro leaves after scoring goals in 204 appearances in all competitions with Chelsea.
He will now sign for Roma in Serie A.
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