However, he told listeners that he has to "listen to the experts" and wind back his work commitments.
"We are living in the world of coronavirus," Jones told listeners.
"The most repeated statement we hear is 'we must listen to the experts'. Well, the experts are telling me in no uncertain terms, and not for the first time I might add, 'continuing with the present workload is seriously detrimental to your health'.
"I have listened to the experts and I am taking this opportunity to indicate to my radio family that I will be retiring from radio at the end of this month."
He added: "I'm not retiring, I'm just retiring from radio."
Last year, Jones lost the radio station advertising dollars after calling New Zealand Prime Minister Jacinda Ardern "a complete clown".
Jones drew flak from all quarters after telling his listeners Australian Prime Minister Scott Morrison should "shove a sock down the throat" of Ardern.
Jones had taken umbrage after he thought Ardern had been critical of Australia's efforts to tackle climate change.
Ardern told New Zealand media she would not dignify Jones' comments with a response and Morrison leaped to his transtasman counterpart's defence.
Morrison said the comments were "very disappointing".
"I have two daughters, so you can expect that's how I would feel personally about it."
Jones later apologised to Ardern, saying he never intended to suggest any violence towards her when he said he wanted to "shove a sock down [her] throat".
"I had meant to say 'put a sock in it' and my actual words were taken literally by some who took offence on your behalf," he said in a letter to Ardern, released to the Herald under the official information act (OIA).
In the letter to Ardern, Jones said: "I was speaking about Australia's contribution to climate change; on this issue, my views differ significantly from yours."
He said that he had clarified on his show that the comments were not meant to be violent.
"While I may disagree with your stance on climate change, I would never wish any harm to you.
"My sincerest apologies and please know I wish you and your family only the best."