The 34-year-old made the switch from the Hammers in February this year but made just nine appearances in all competitions for the Blue Hawks.
Fonte did not win a single CSL game while at Dalian and his debut saw the team succumb to an 8-0 loss to Shanghai SIPG in their season opener.
"My time in Dalian and the Chinese Super League comes to an end," the Portuguese wrote in an Instagram post.
"I would like to say a big thank you to everyone I met and made friendships along the way! Unforgettable experience and I'm blessed to have been treated in the best way by everyone!
"I'm forever grateful to all Dalian fans and to the great country of China, I hope I left something good, at least I tried my very best! Once again thank you and all the success!"
Fonte starred for Portugal at the 2018 World Cup, starting all four of their matches before they were knocked out by Uruguay in the round of 16, and was also part of the team that won Euro 2016.