The former Spain international took the reins at the Stadio Olimpico side in the summer of 2011, but has struggled to make an impact with the club sitting seventh in Serie A and out of the running for Champions League qualification.
Luis Enrique already told his players on Thursday that he will leave the club this summer, and Roma have now admitted that the Spaniard is on his way out."We have known for some time that he is leaving. Luis Enrique wanted to inform the players first, though," Baldini stated to Sky Italia.
"We had a long talk with him after the match against Fiorentina [on April 25], and he then told us of his intention to leave.
"We believe that he has done a good job and that is why we wanted to give him all the time he needed to make a decision."
Roma are currently preparing for their last Serie A game of the season away against Cesena this Sunday.