Shalit gave the letter to Christophe Bigot, the French ambassador in Israel, Ynetnews reported. Shalit and his father Noam met Bigot in Tel Aviv.
"I want to thank you with all my heart for the unlimited support you have given me and your ongoing efforts to bring about my release," the letter said.
Shalit, now 25, was a young corporal in the Israeli army when he was captured in June 2006. He was released last October in exchange for more than 1,000 Palestinians being held prisoner by Israel.
He said nothing Wednesday after the meeting with Bigot.