Sofiene Zaaboub has blamed a lack of stability for his decision to reject a new one-year contract with Walsall.
The French defender, who joined the Saddlers on a free transfer from Swindon, was keen to secure a longer-term deal.
But with only another 12-month offer on the table Zaaboub is now keen to try and earn a contract at a higher level.
He told the Express and Star: "I'm not staying. I am in a situation like I was last year. Walsall offered me a one-year deal and I played for a season, then they offered me another year.
"I have no stability. If I am signing a year's contract every year, then I can wait a few more months.
"I know I can play at a higher level so I am going to try, I can wait for better opportunities."
Saddlers boss Chris Hutchings has admitted his disappointment at Zaaboub's decision, which came shortly after Chris Palmer's switch to Gillingham.
He told the club's official website: "I received a phone call late on Wednesday from Sofiene informing me that another club wanted to take him on a three-day trial.
"He was told that if he did not report for training as agreed his contract offer would be taken away as I only want people here who are committed to the club."
On Palmer, he added: "We verbally agreed a deal with Chris and it was just a case of waiting for him to sign on the dotted line. He started pre-season training with us on Thursday and indicated that he just wanted his agent to go over the contract before he signed it.
"He then failed to report to training on Monday without informing anyone and we later found out that he had signed for another club. The way that he has handled the situation is very disappointing."