"Houston you welcomed me with no guarantees. Took a leap of faith and it changed my life and the lives of my family forever," Harden wrote in an Instagram post, which also featured a highlight video of some of Harden's more memorable moments in a Rockets uniform.
"This organization, this city has given me everything I could ask for and more. Before the scoring titles long before MVP you believed. For that I am forever indebted. ... I gave my mind body and soul in hopes of bringing the glory to the city. I fell short and for that I am forever indebted. It's far from a good bye as I pay all my debts."
Harden was traded from the Rockets to the Nets on Thursday as part of a blockbuster four-team deal that also involved the Pacers and Cavaliers. The move reunites Harden with former Oklahoma City teammate Kevin Durant in Brooklyn and positions the Nets, who also have All-Star guard Kyrie Irving, as title contenders in the Eastern Conference.
Harden, who was unable to get the Rockets past the Western Conference finals, had remained quiet through months of reports that he was unhappy in Houston. First-year Rockets head coach Stephen Silas called the drama surrounding Harden an "all-around messed-up situation."
ESPN's Malika Andrews, Adrian Wojnarowski, Bobby Marks and The Associated Press contributed to this report.