Neale has long been expected to join Collingwood at the end of an eventful year.
His move out of Brisbane was set in motion when he stepped down as co-captain in January after the public breakdown of his marriage.
Neale secured his third straight AFL premiership when the Lions pipped Fremantle in a seven-point classic on Saturday.
In a post-game on-ground interview, Neale let slip it was his last game with Brisbane.
Speaking in the Lions rooms later, the 33-year-old said it was "probably" the end with Brisbane, but didn't confirm if he would switch to the Magpies.
"I can't thank the club enough for the last eight years," Neale said.
"It's been the best eight years of my life, and they're an amazing club, and I'm so lucky to have been a part of it."
Neale was set to miss the grand final after being given a one-match ban for striking in the Lions' preliminary-final win.
But the suspension was downgraded to a $10,000 fine at Thursday's appeal board hearing.
It was the second straight grand-final week in which Neale dominated the headlines. Last year, he overcame an apparently season-ending calf injury to be a second-half super sub in the Lions' demolition of Geelong.
"I've unfortunately had a bit of experience with compartmentalising things and just getting on with the job, and this week was no different," Neale said.
"I've got great people around me who love me very much, and I love them, and they've supported me through the last 12 months."
Neale hailed Lions football manager Danny Daly for his support.
"He's an absolute champion," Neale said.
"What he did for me this year, but in particular this week, and supporting me and getting around me, I can't thank him enough. I love that bloke."
Neale was still able to play a major role for the Lions this year, despite his personal life crumbling around him.
Estranged wife Jules moved back to Perth in December with their two children after a messy tabloid scandal.
"It's sort of a strength of mine, my resilience, on the field and off the field," Neale said.
"There are people doing it a lot worse than me.
"I've just won my third premiership with an amazing organisation, so I can't really complain.
"I've just got to get on with the job and try and get better as a human and as a footballer."
His final game was against his former club Fremantle, who he played 135 games with before moving to the Lions during the 2018 trade period.
Neale was loudly booed during the parade on Friday, then for every one of his 20 grand-final disposals.
"I don't give a shit about that," he said of the booing.
"I used to play for them, which probably added to it.
"I missed that set shot, which sucks, and that was the loudest it was all day."
Neale will one day be inducted as a legend in the Lions' Hall of Fame after a club-changing 186-game stint.
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