The 22-year-old winger was unveiled by the Danish club on Monday, bringing his spell with the Brazilians to an end after joining them from rivals SuperSport United in July 2023.
Following the confirmation of his transfer, Maseko took to Instagram to reflect on his time with the ‘Yellow Nation’ and thank the club for the role it played in his development.
"A chapter of my life I'll never forget," Maseko wrote.
The Bafana Bafana international expressed his gratitude to Sundowns for the memories, lessons and opportunities he received during his time in the famous yellow jersey.
"Thank you, Mamelodi Sundowns, for the memories… the lessons… the opportunities and for giving me a place I could call home," he added.
Maseko also acknowledged the people who supported him throughout his journey at Chloorkop, saying their belief in him would always remain special.
"To everyone who believed in me and supported me throughout this journey… I'll forever be grateful," the winger wrote.
Although his time with Sundowns has now come to an end, Maseko made it clear that he will carry the memories of his spell with the club into the next stage of his career.
"It's time for a new chapter, but the memories will stay with me forever. Thank you, Masandawana. Phakamis'u 7."
Maseko leaves Sundowns after making 45 appearances across all competitions, scoring three goals and providing one assist.
His performances also helped him establish himself as an important member of the Bafana Bafana squad.
The winger's profile rose further at the 2026 FIFA World Cup, where he scored the winning goal against South Korea to help South Africa reach the knockout stages.
Now, with his European dream realised, Maseko begins a new chapter in Denmark while leaving behind a heartfelt message for the club that helped shape his career.