"It is with a sorry heart to leave Dubai and going back to London now".
In a statement, Kevin said, "Wish I could travel but unfortunately family's decision is very important and I hope you can respect my decision and my family's decision not to travel".
He added that his side has a chance of winning the tournament this year and he will be supporting the side. "Third time lucky, remember!" It all happens in threes.
Since the fallout, he focused on playing the T20 matches in leagues including Indian Premier League, Australia's Big Bash, Caribbean Premier League, and now Pakistan Super League.
There have been continuous rumours about when Pietersen will hang up his boots.
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He also said in a posting on Twitter: "BOOTS UP! Feet up! Family, animals, golf...!"
The 37-year-old, who represented Quetta Gladiators during the PSL, has played for a number of teams across the world since 2014 when he was told he was no longer part of England's plans.
Modest returns came at the PSL and now Pietersen appears to be done, concentrating on his conservation work with rhinos.
A prolific scorer in all forms of the game, Pietersen has 8,181 runs in 104 tests, 4,440 runs in 136 ODIs and 1,176 runs in 37 Twenty20 internationals.
Former team-mates and opponents have been paying tribute to the flamboyant batsman, including the likes of ex-England captain Michael Vaughan and former West Indies skipper Darren Sammy. "Not everyone's Cup of Tea but you will do for me", Vaughan posted on Twitter.
"Countless goodbyes to Jessica Taylor and my kids as a cricket player and this one this evening is the last one I'll ever have to do".
The batsman was sidelined by the England and Wales Cricket Board (ECB) in 2012 and again in 2014 after differences with the team management.