The 32-year-old former Reims manager joined Lens on a three-year contract last year in June and helped them secure an eighth-place finish in Ligue 1 this season.
"I will not be the coach of Lens next season. Today was my last match of the season at Bollaert," Still told reporters after Lens 4-0 home victory over AS Monaco.
"For multiple reasons, the main reason behind my decision is that I need to go back home. It is a logical choice for me to be closer to my wife, for her well-being."
Sky Sports presenter Emma Saunders, Still's partner, revealed she had encephalitis, a brain infection, in March.