"Let me start with a greeting, a farewell or condolences," the 21-year-old wrote in an Instagram post explaining why she was defecting.
"I am one of the millions of oppressed women in Iran who they have been playing with for years," she said.
Alizadeh became the first Iranian woman to win an Olympic medal after claiming a bronze in taekwondo in the 57kg category at the 2016 Rio Olympics, the CNN reported.
Affectionately known in Iran as "The Tsunami," Alizadeh announced that she was leaving her country of birth with searing criticism of the regime in Tehran.
"They took me wherever they wanted. I wore whatever they said. Every sentence they ordered me to say, I repeated. Whenever they saw fit, they exploited me," she wrote, adding that credit always went to those in charge.
"I wasn't important to them. None of us mattered to them, we were tools," Alizadeh went on to say, explaining that while the regime celebrated her medals, it criticised the sport she had chosen: "The virtue of a woman is not to stretch her legs!"
Reports of her defection first surfaced on Thursday, with some Iran suggesting she had left for the Netherlands. It's unclear from her post which specific country she's gone to.
On Friday, the head of Iran's Taekwondo Federation, Seyed Mohammad Pouladgar, claimed that Alizadeh had assured both her father and her coach that she was travelling as part of her vacation, a trip he claimed was paid for by the Iranian government. He dismissed the reports of Alizadeh's defection as politically motivated.
Alizadeh confirmed the rumours on Saturday, saying she "didn't want to sit at the table of hypocrisy, lies, injustice and flattery" and that she did not want to be complicit with the regime's "corruption and lies."
"My troubled spirit does not fit with your dirty economic ties and tight political lobbies. I wish for nothing else than for Taekwondo, safety and for a happy and healthy life," she said adding that she was not invited to go to Europe.
She said the decision was harder than winning Olympic gold. "I remain a daughter of Iran wherever I am," she said.
Her defection comes amid anti-government protests in cities across Iran on Saturday and international pressure after Iran admitted it had accidentally shot down a Ukrainian flight, killing all 176 people aboard.
Canada, Sweden and other countries whose citizens were killed have increased demands on Tehran to deliver a complete and transparent investigation against the backdrop of fresh US sanctions on Iran and a dangerous escalation with Washington.
US State Department spokeswoman Morgan Ortagus commented on Alizadeh's defection.
"Iran will continue to lose more strong women unless it learns to empower and support them," she said.
( With inputs from IANS )