The Manchester United midfielder scored nine goals and laid on five assists in 16 Premier League appearances for the Hammers, helping guide them to a record Premier League points tally and Europa League qualification.
West Ham boss David Moyes – who worked briefly with Lingard at Old Trafford – is desperate to see the 28-year-old return on a permanent deal and the Hammers will push to make it happen.
Lingard has thanked the fans, players and Moyes and added that “whatever the future holds” the club will always be special.
“What a way to end the season,” Lingard said on social media.
“Reaching our goal with this incredible group of lads feels amazing! We pushed hard and never gave up! I feel so lucky to have been able to come into such a welcoming environment, everyone connected with the club has shown me just how special this club is.
“So thank you to the gaffer who had the belief in bringing me here. Thank you to all the staff that made it so easy for me to settle and embed into the club so quickly. Thank you to the coaches who helped me find my true self back on the pitch.
“Thank you to the fans who supported me from the second I arrived, It was amazing being able to play in front of you on the last day!
“And thank you to a special group of lads, as well as making some new lifelong friends training and playing with you all has been one of the highlights of my career!
“Whatever the future holds West Ham United will hold a special place in my heart!”
Lingard formed a close bond with United target Declan Rice during his time at the London Stadium, and the 22-year-old replied to the message on Instagram saying: “This is emotional brother!