The 23-year-old, who has completed his protracted move to Bolton for an undisclosed fee, told the Evening Gazette: "I have been at Boro since I was 10 years old, and all my family and friends are up here.
"It's been one of the toughest decisions of my life. I always said I would stay at Boro, but football is my job and you have to do what's best for your career."
Boro boss Tony Mowbray had earlier admitted the Teessiders could not afford to allow the out-of-contract Academy graduate to leave the club on a Bosman free transfer in the summer.
Wheater added: "The supporters have been brilliant with me. I think they understand why I had to leave to further my career, and they also know that the club would benefit financially, the money will help the manager strengthen the team.
"I could have stayed until the end of the season, but then Boro would have received nothing for me. Boro have got some money now and I hope that helps the club move forward."