Earlier this week it was announced that Alex would be moving to Newcastle on loan, but he's now confirmed his departure from Scotstoun at the end of the season.
In a social media post, the Glasgow and Scotland centre said "...the time has come to move on with my rugby and challenge myself in new ways.
"Looking back on my first years with the Warriors as a kid never could I have imagined the life that this club would give me. I've had the opportunity to play alongside world-class players, travelled all over and best of all made friends for life.
"I want to thank the club for all the opportunities they have gave me and the support along the way.
"To the #warriornation for making the club so special to play for and creating an atmosphere that makes every game memorable.
"Lastly to the boys, for all the good times, support and friendships over the years, it's been fun.
"Now I'm looking forward to the future, getting more game time and getting myself back to where I want to be as a player.
"Glasgow will always have a special place in my heart.
Alex made his Glasgow debut in December 2009 in a 25-13 win over Ulster at Ravenhill. He went on to play 119 times during his nine years with the Warriors and has scored 17 tries.