The left-sided player's four-year Elland Road contract came to an end last week, and the two parties have been unable to reach agreement on another one.
But there is no bitterness at the parting of the ways, with director of football Victor Orta saying Alioski's time at Elland Road "exceeded expectations".
“I knew Gjanni was going to be special the moment he walked into the building,” said the Spaniard.
“The emotion I saw in his face and the face of his parents when signed his contract here at Elland Road was a beautiful moment and I was sure he was going to give everything for Leeds United
“Even with this in mind he exceeded my expectations.
“Gjanni has been exceptional both on and off the field, his team-mates will miss him greatly, as will all of the staff at Thorp Arch and Elland Road."
Alioski played 171 times for the club, scoring 22 goals. He was an important part of the 2019-20 Championship-winning squad and established himself as the club's first-choice left-back in the second half of last season despite being a winger by trade. He was involved in all but two matches.
There has been interest in Alioski, who scored North Macedonia's second European Championship goal at this summer's tournament, from Turkey. Leeds are thought to be close to signing Barcelona left-back Junior Firpo.Meanwhile, Leeds's September games against Liverpool and Newcastle United have been move for live Sky Sports coverage. The home match against Liverpool will be at 4.30pm on September 12 unless the Reds are in Champions League action the following Sunday, and the trip to Newcastle will be a Friday 8pm game five days later.
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