The defender, who has left Leeds after his contract was terminated to end an unsuccessful loan spell at Elland Road from Milan, feels players will go.
He told the Brazilian media: "The financial situation of the club is not good. They are trying to sell players to solve these problems.
"For me, I do not regret coming here at all. It was a big experience on and off the pitch. Unfortunately, it was not possible to stay.
"I have proposals from some European clubs. I must define my future soon."
Siena President Paolo De Lucahas said: "It could be official by Friday afternoon, in as much as the bureaucratic problems by now are resolved."
In his seven games at United Roque Junior was part of a side which conceded a staggering 25 goals.