The 22-year-old Bafana Bafana international joins the Danish giants on a four-year deal.
Maseko had expressed his desire to move on from the Brazilians in a bid to continue his career in Europe, after returning from his exploits at the FIFA 2026 World Cup finals where he excelled for South Africa.
Maseko struggled for game-time at Sundowns after signing from SuperSport United in 2023, contributing with just three goals alongside one assist in 45 matches and spent the final six months of last season on loan to Cypriot club AEL Limassol.
He was subsequently left out of the Downs' squad for their pre-season tour of Austria.
F.C. Copenhagen head coach Bo SvenssonSvensson told his club's website: "In Thapelo, we get an explosive, dynamic player with exceptional qualities in direct, 1-on-1 situations.
"His pace and ability to challenge his direct opponent will make him a constant threat in behind, but he can also use his left foot to assist teammates when cutting inside.
“There are naturally still elements to refine, but Thapelo’s potential is high, and he always works tirelessly for the team, so we are really looking forward to working with him on a daily basis.”
Mamelodi Sundowns will look to maintain their unbeaten start to the Betway Premiership season when they host Marumo Gallants in a rearranged fixture at Loftus Versfeld on Wednesday evening.
Former Mamelodi Sundowns attacker Abubeker Nasir has returned home to join Ethiopian side Mechal SC as a free agent after parting ways with the African Champions.
Bafana Bafana attacker Thapelo Maseko says he's honoured to have completed his move to F.C. Copenhagen.
Mamelodi Sundowns midfielder Marcelo Allende says he hasn't spoken to the club about a new deal despite entering the final year of his contract.
