Mathijsen's contract expires at the end of the season and he has revealed he does not intend to stay at Willem II Stadion.
The 23-year-old, who has been linked with a move to Feyenoord in the past, is chasing a move to one of Holland's leading clubs or a lucrative deal abroad.
He rose through the ranks at Willem II and has made over 100 appearances for the club, establishing himself as a firm fans' favourite.
The promising stopper concedes it will be a wrench to quit the club but admits he needs to leave to further his career.
"At the end of the season, my contract will expire and then I would like to see if I can continue my career at a higher level," Mathijsen told the club's website.
"Willem II tried their best to keep me at the club with a good offer to extend my contract.
"Therefore, it wasn't an easy decision."
Mathijsen's decision to quit Willem II could spark a mass exodus from the club with 11 players' contracts due to expire, including Kew Jaliens and Tarik Sektioui.