Neymar is relieved the investigation into rape allegations against him has been closed but the Paris Saint-Germain forward says he will never forget the damage it caused him and his loved ones.

Brazilian judge Ana Paula Vieira de Moraes on Thursday accepted a recommendation to close the case after investigators at the Sao Paulo police station where a woman made the accusation in May concluded an indictment was not possible due to a lack of evidence.

Neymar vehemently denied claims he raped the woman in a Paris hotel room on May 15.

He posted on Instagram on Friday: "This will be a chapter in my life that I'll never forget. For many reasons. The main one 'THE DAMAGE' it caused to me, to my family and to all the people that really know me.

"I'll be sincere and I won't say I'm happy, but I'm relieved. The wound will always be here, so that I can remember how the human being is capable of doing good things but also BAD ones!

"Yes, my world has fallen apart and I fell to the ground ... but as a jiu-jitsu legend says: 'For many people the ground is the end of everything but for us that's just the beginning.'

"May it be the beginning not only for me but for all those who suffered this kind of false allegations and MAINLY to all WOMEN who are REALLY a victim of this act.

"My wish is that you can all be strong, that you can fight and that you can get all you deserve. Thank God FOR EVERYTHING, always."

In an attempt to clear his name in June, Neymar posted a video to Instagram in which he claimed the allegations were part of an extortion attempt, showing his WhatsApp history with someone purported to be his accuser.

Neymar could yet face action for cybercrime, as the video appeared to include intimate messages and images of another person, which is illegal under Brazilian law.

He testified in the investigation in Sao Paulo on June 7.