Remy has signed a two-year contract with Las Palmas and joins as a free agent after negotiating a release from his Blues deal.
The France international was confirmed as a Las Palmas player on Saturday.
“I am very happy to come here and I hope to do good things with this team in La Liga,” he said.
“I was told that it is a very technical team and that the game is fast. I did not know much about UD Las Palmas, but Prince (Boateng) told me not to think twice about it.”