The 22-year-old centre-back was impressive for Amakhosi last season as he helped his side finish in third spot on the Betway Premiership table, qualifying for the CAF Confederation Cup.
Chiefs confirmed his imminent departure to the Azerbaijan side on the club website, as teams reshuffle and strengthen their squads ahead of next season.
"We can confirm that we have agreed to release Aden after being approached by Sabah FK," said Sporting Director, Kaizer Motaung Jr.
"We are proud that he will compete in the qualifying round of next season's UEFA Champions League. We know Aden will fly the Amakhosi flag high in Europe, and we are excited to see him grow on the world stage."
McCarthy made 31 appearances for the Soweto giants, scoring twice.
