There has been an ongoing situation regarding a new contract for Neil, his current one runs out at the end of the season, but it's never been resolved.
Now it appears that a deadline of March 31st has passed without a deal being completed.
"I've turned down the final offer from the club and the deadline imposed on me for accepting it has passed," he told the newspaper.
"It has been a privilege to play for the club over the last six years and the fans have been fantastic.
"It appears I have no choice but to move on."
It's said Alexander was set to sign a new deal agreeing to a reported 33% increase but the terms of the contract have been changed.
"I was ready to commit to Cardiff for a further three years and stay in a City that's become my second home," he continued.
"For some reason the contract I agreed in December has materially changed and my position is untenable."
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On another goalkeeper related matter it's said today that Cardiff are interested in TNS keeper Ged Doherty.
The 25 year old was in goal when TNS beat City in February and may be seen as a possible replacement for Alexander. Cardiff also had David Forde on the books. Mark Howard, it's thought, could be on the way out of the club.