Her and Kereama's show had been replaced by "the best music from the 90s till now including the chance to see Adele in concert".
In the clip, Gillespie told fans she'd been offered a "very generous and lucrative contract" to stay with the company but said there were two issues holding her back from signing it.
"In the contract are some clauses ... about social media that are really restrictive, basically being gagged really," she said.
She also told fans: "It might be a different line-up, me with other people."
Gillespie and Kereama have been on air for more than 20 years together. They were married but separated last year and confirmed they were seeing other people during a live broadcast.
READ MORE: Sarah, Sam and Toni countdown to launch
At the end of last year, a new morning show for The Hits was announced for Auckland, fronted by Toni Street, Sam Wallace and Sarah Gandy. The new show, Sarah, Sam and Toni will launch on Monday.
At the time of the announcement, employer NZME said Gillespie and Kereama were "looking for other opportunities within the company".
NZME is the owner and publisher of the New Zealand Herald.