The Slovenian dancer and choreographer, 32, won the BBC One series in his debut year, 2013, alongside model Abbey Clancy.
He is married to fellow dancer Janette Manrara and his departure comes less than a year after she stepped down from the show to become the co-host of spin-off It Takes Two.
Aljaž Škorjanec with is wife Janette Manrara
Škorjanec shares a series of photos on Instagram from his time on Strictly and said: “A little while ago I made the tough decision that Strictly 2021 would be my last.
“The show has given me an opportunity and freedom to create and express myself in front of millions of people every weekend for the last nine years.
“The love and support I got from the team of producers was second to none.
“Louise Rainbow, Sarah James, Kim Winston, Jack Gledhill are just a few of the unsung heroes behind the success of the show – I am forever grateful to them!”
Škorjanec said “being a part of a group of professionals that inspire and push you to be better every step of the way is humbling and I will carry that inspiration with me forever”.
He added: “Every year the line-up of dancers would change but one thing stayed the same, WE WERE THE BEST! And this is one thing that I know will never change on Strictly!”
He also thanked his celebrity partners including Clancy, presenter Alison Hammond, broadcaster Kate Silverton, actress Gemma Atkinson and BBC host Clara Amfo.
Ending his post, he said: “I have lots of exciting stuff planned that I will fill you in on soon. I can’t wait to see what the future holds
Starting his dance career aged five in his native Slovenia, Škorjanec signed himself up for lessons in nursery without his parents’ knowledge.
He won 19 Slovenian championships in ballroom and Latin and later represented his country at world level.
In his debut series, Skorjanec clinched the prize with Liverpudlian model and TV presenter Clancy during the first all-female final on the show.
In 2017, he reached the final with partner Atkinson but missed out to winners Joe McFadden and Katya Jones.
Strictly executive producer Sarah James said: “We are so sad to be saying goodbye to Aljaz after almost a decade as a professional dancer on Strictly Come Dancing.
“Since lifting the glitterball with Abbey Clancy in his debut series he has become a firm favourite with viewers across the country.
“During his nine series he has provided us with some unforgettable moments on the show through his incredible choreography, passion for dance and heart of gold.
“He will be missed by his Strictly family, both on and off the dancefloor, and we wish him only the very best as he embarks on his next chapter.”