But Lin isn't leaving New York behind without a word of thanks for all the Knicks have done for him.
"I loved this past year with the Knicks and truly appreciate the opportunity that New York gave me," he said in a statement released by his publicist on Wednesday, according to ESPN. "The way the fans fully embraced me and our team was something I'll always cherish forever. It was an extraordinary and unforgettable time that was easily the best year of my life."
"Now I am excited to be back with the Rockets. They made a very compelling pitch in terms of what I could bring to the team and for the city. I am also impressed with [Leslie] Alexander and the management's commitment to improving the team. I'm excited about contributing to the Rockets' winning tradition and competing with my new teammates."