Meriem Bouhid, 24, a professional player for l'Olympique de Safi, disappeared at Valencia airport after an international match in the city last week, club president Mustapha Benslimane told AFP.
Her visa was due to expire two days after the end of the tour. Morocco's football federation is planning to investigate the incident, Benslimane said.
He said that when contacted by telephone, Bouhid said she wanted to “change her life” and that “living in Morocco no longer interested her”.
She gave no details of her plans, he said. “It's a shame that she left like that, she could have received offers from European clubs — Last year, four girls went to clubs in Spain and Turkey,” Benslimane added.
Bouhid had already received an offer to play for a club in Lebanon, but “we refused because we needed her”, he added.
The attacker, who played in four African Cup knock-out stage matches as well as several friendlies, was receiving a monthly salary of around 6,000 dirhams ($670).
That “is a good salary in Morocco, especially given that not many (female) players are professional,” he said.
It is not uncommon for athletes to use international competitions to emigrate from Morocco, where limited opportunities mean many young people dream of a better life elsewhere.
European border agency Frontex says that out of over 435,000 migrants present illegally in Europe in 2017, almost seven percent are Moroccan.