Shojaei, 30, has joined the Qatari team on a one-year contract.
Financial details of the transfer have not been disclosed.
He has been also linked with a move to Real Zaragoza and Numancia.
Shojaei joined UD Las Palmas last season but did not extend his contract with the Spanish second-tier club.
Masoud Shojaei has been in Spain since 2008. He played five years for Osasuna and then signed a contract with Las Palmas in 2013.
Shojaei was part of Iran football team in the 2014 FIFA World Cup.
Previously, Ashkan Dejagah and Reza Ghoochanejhad left their English teams to join the Qatari clubs.