Van Dijk has been heavily linked with an exit from St Mary's this summer but, despite huge interest from Liverpool, the Saints have been unwilling to sell one of their star assets.
The Netherlands international, who has barely played in pre-season due to the transfer saga, has now taken matters into his own hands and handed in an official transfer request after hearing he was about to be fined two weeks wages.
Speaking about his decision, the 26-year-old said: "It is with regret that I can confirm that I have handed in a transfer request to leave Southampton Football Club. I feel I have no alternative after I was given notice of the club's intention to impose a disciplinary sanction against me of a fine equivalent to two weeks' wages.
"I will be appealing what I feel to be an unjustified sanction and their inability to follow the correct disciplinary protocol in due course.
"Over the past six months I have held numerous discussions with representatives of the board, the former manager Claude Puel as well as the new manager Mauricio Pellegrino to inform them all of my desire to leave in search of a new challenge.
"I am incredibly ambitious and want to achieve as much as I possibly can to fulfil my potential in what is a very short career as a professional footballer. I want to play European football again and challenge for major honours and as such I would like Southampton to consider the interest in me from top clubs should it still exist.
"I have been left frustrated by the club's position that I am not for sale and am disappointed that enquiries from multiple top clubs have been consistently rebuffed."