Police had previously dropped the case, and passed on details to a judge for a final decision.
Model Najila Trindade identified herself in the press as the accuser, and told Sao Paulo police that Neymar raped her at a Paris hotel in May.
Neymar denied the accusations, claiming their relations were consensual.
In an Instagram post on Friday, the footballer said: "This is going to be a chapter that will never be forgotten in my life for many reasons, the main one being the 'damage' caused to me, my family, and the people who really know me.
"If I'm being honest, I can't say I'm happy, more relieved. This scar will remind me that human beings can do good things, but also the worst.
"Let it be the beginning not only for me, but for all who have suffered this kind of false accusation and mainly for every woman who is really a victim of this act."
The player is currently in France, where he plays for Paris Saint-Germain.
Sao Paulo state prosecutor Estefania Paulin said that Ms Trindade did not produce any of the evidence she claimed she had, including a video that allegedly proved the Brazilian attacked her.
Ms Paulin added: "The police investigator asked her to plug her phone to a computer so she could see the video, but she didn't want to do that. She also refused to hand over her phone, and later she said it had been stolen."
Prosecutors said the only injury to Ms Trindade was to her finger, and medical reports could not prove she had been raped.
Neymar testified against the claims in June.
Police in Sao Paulo are now investigating whether Ms Trindade falsely reported a rape, and has been interviewed several times about the allegations.
Neymar is still being investigated over claims he posted messages online between him and Ms Trindade without her consent - possibly violating her privacy.
The footballer says the images were posted by his press team.