The versatile defender is the latest player to leave the Europa League champion, linking up with Markus Weinzierl at the German club.
Schalke is set to complete the signing of Sevilla captain Coke for a reported fee of 3 million euros ($3.35M).
The 29-year-old will undergo a medical with the Bundesliga club on Monday after agreeing to personal terms over the weekend.
The Spanish defender has been a key member of a successful Sevilla side since joining from Rayo Vallecano in 2011, winning three Europa League titles and finishing runner up in the Copa del Rey and UEFA Super Cup.