Alizadeh, 21, posted on social media that she had left Iran because she didn't want to be part of "hypocrisy, lies, injustice and flattery".
She described herself as "one of the millions of oppressed women in Iran".
Alizadeh did not say where she was, amid reports that she has been training in the Netherlands. She made history for Iran in 2016 when she won a bronze medal in taekwondo at the Rio Olympics.
But in her social media posts she said authorities in the Islamic republic had used her success as a propaganda tool.
Her defection comes as Iran is gripped by protests - stemming from the accidental shooting down of a Ukrainian airliner on Wednesday, in middle of a major confrontation with the US.
Officials 'humiliated me'
"I am one of the millions of oppressed women in Iran whom they've been playing for years," she wrote.
"I wore whatever they told me and repeated whatever they ordered. Every sentence they ordered I repeated. None of us matter for them, we are just tools."
She added that although the government would exploit her sporting success politically, officials would humiliate her with comments such as: "It is not virtuous for a woman to stretch her legs."
Alizadeh denied she'd been invited to Europe or given a tempting offer and did not confirm which country she had gone to.
Iranians reacted with shock last week when news of Alizadeh's disappearance first emerged.
Iranian politician Abdolkarim Hosseinzadeh accused "incompetent officials" of allowing Iran's "human capital to flee".
On Thursday, the semi-official Isna news agency carried a report that said: "Shock for Iran's taekwondo. Kimia Alizadeh has emigrated to the Netherlands."
The agency reported that Alizadeh was hoping to compete at the 2020 Tokyo Olympics but not under the Iranian flag.
Announcing her intention to leave Iran, the sportswoman did not mention her plans but said she would remain "a child of Iran" wherever she is.
Source: BBC News