Zanka has joined Belgian Pro League side Anderlecht.
The defender leaves Brentford having made 48 appearances for the Bees since his arrival in September 2021.
Director of football Phil Giles said: “Zanka has been a valuable member of the squad, stepping in as and when needed, and contributing to some memorable wins along the way.
“We feel like now was the right time for Zanka to take this next step so we can progress our younger centre-backs and look to the future.
“Everyone at Brentford will want to wish him well at Anderlecht and he leaves with our gratitude for his contribution over the last three years.”
Zanka made his professional debut in 2007 for Copenhagen and at the end of the season earned his first cap for Denmark, featuring in a game against Wales.
The following campaign he won his first of five Danish Superliga titles and completed a league and cup double by also winning the Danish Cup. He went on to compete in the Europa League and Champions League.
In his last season, Zanka became captain of Copenhagen before moving to PSV Eindhoven.
Zanka won the Dutch Super Cup but struggled for game time in the Netherlands, making 14 league appearances in the Eredivise.
He made a swift return to Copenhagen in 2014 where he would stay for three seasons, winning two Danish Superliga titles and three Danish Cups and competing in the Champions League, where he scored two goals against Club Brugge over two legs.
After a successful return to Denmark, Zanka wanted to test himself elsewhere. He signed for newly promoted Huddersfield Town in July 2017, with the club and the defender competing in their first-ever Premier League campaign.
Huddersfield achieved their target of staying in the Premier League, but following the Terriers’ relegation to the Championship the following year Zanka moved to Fenerbahçe.
He spent two seasons at Fenerbahçe, during which time he was loaned to Dusseldorf and had a third stint at Copenhagen, and made 18 league appearances for the Istanbul side before making a return to the Premier League with Brentford, following a successful Euro 2020 campaign with Denmark.
Zanka departs the Bees having made just shy of 50 appearances in all competitions and has been a valuable member of Thomas Frank’s squad.
The centre-back scored in the 2-1 defeat to Leicester City in October 2021, and the highly memorable 3-3 draw with Aston Villa in April this year.