Silva revealed this while speaking to RMC, following their 3-0 win over RB Leipzig in the Champions League semi-final on Tuesday night.
Marquinhos, Angel Di Maria and Bernat all scored, as the Ligue 1 champions qualified for their first ever final.
Silva has however said that the game against either Bayern Munich or Lyon, will be his last for PSG.
“There were difficult moments. But today we have deserved to reach the final.
“It’s historic but it’s not finished. For now, yes Sunday is my last match. It’s very important.
“I’ve already said that I wanted to finish in Europe with PSG. I’m calm. My heart will be here forever, it’s red and blue for life,” he said.