Cancelling visa after leaving bahrain

My name is Rajeev from Kerala India, now I am working in a wll company for 3 month with no contract .now I have some family problems so I told my employer for cancell  my visa ,but they told me that first you must leave country after they will cancel my visa.if there is any trouble for return Bahrain with new visa???? Help me

Ideally they should cancel your visa before you leave.  Probably they want to do it this way to make sure you are actually leaving and not going to another employer.  If they cancel, there is no issue.

OK bro I am leaving tomorrow .thanx for your reply