Business Insider/Julie Bort
And he hinted, as much as he could, that the next CEO is more likely to come from within Microsoft than not.
"It's a little weird for me, to come to work and have it known," that he's leaving, he confessed during Microsoft's annual analyst meeting in Bellevue, Wash.
About three years ago he told the board that he "was thinking about the day I might not work at Microsoft."
The board asked him to get to know "all of the top people at our competitors" to try and scout out people who might succeed him, he said. So he did and he liked the folks at his own office better.
"There is a lot of good talent out there but when I come home, I tell you, there is just an incredible group of talent at Microsoft that is competitive with everybody else in the industry, full stop, period," he said.
Ballmer was also clearly trying to get his head around the fact that he'll soon be "just" an investor.
"After I retire I'm just a guy that owns 4 percent of Microsoft and that's about 65, 70 percent of what I've ever owned."
His wealth today is still mostly due to Microsoft stock.
"I think I've sold five times in my life and bought once and I hold on and treasure my Microsoft stock. 70 percent of what I own is in Microsoft."
He's not selling after he leaves, he says. And he certainly won't begrudge the CEO who follows him.
"We'll bring in a new CEO and they'll have opinions and ideas and thoughts. And my greatest desire will be to see the company be so much more successful four or five years from now than it is today," he said.