The singer said on Facebook that the decision was a personal one, and apologized to fans who may be disappointed by his choice.
"My life with One Direction has been more than I could ever have imagined. But, after five years, I feel like it is now the right time for me to leave the band," he wrote. "I have to do what feels right in my heart. I am leaving because I want to be a normal 22-year-old who is able to relax and have some private time out of the spotlight."
"I know I have four friends for life in Louis [Tomlinson], Liam [Payne], Harry [Styles] and Niall [Horan]," he continued. "I know they will continue to be the best band in the world."
Malik announced last week that he was leaving the group's tour to "recuperate" at home in the U.K. At the time, there were reports that his relationship with his fiancée, Little Mix Perrie Edwards, was strained.
"We're really sad to see Zayn go, but we totally respect his decision and send him all our love for the future. The past five years have been beyond amazing, we've gone through so much together, so we will always be friends," Malik's bandmates said in a statement. "The four of us will now continue. We're looking forward to recording the new album and seeing all the fans on the next stage of the world tour."