The Wanderers had been desperate to keep hold of their in-form striker and had offered him a contract extension, but ultimately lost out to a significant financial offer -- believed to be from Saudi club Al-Taawoun.
"The offer from the Wanderers made it very difficult for me to make this decision, but I have been presented an amazing opportunity in Asia that is in the best interests of my family and it is one that I couldn't turn down," Duke said.
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Duke, 29, joined the Wanderers in January 2019 and was named captain ahead of the current season, before scoring 14 goals in a stand-out campaign.
The Socceroo's departure is a blow to Western Sydney's bid to rebuild under new coach Jean-Paul de Marigny, with the Wanderers keen to snap a three-season run of missing the A-League finals.
"We put in a very strong offer to keep Mitch at the club despite the uncertainty that still surrounds the salary cap for next season," Wanderers chief executive John Tsatsimas said.
"Mitch was a player that we knew we wanted to represent the club moving forward, however we understand the current global situation and his decision to pursue what is a very good opportunity for him and his family overseas."