The Portuguese, who amassed a host of trophies with the Cairo titans, is set to take charge of Angola by the start of June.
Following a fifth successive league title, Ahli honored Jose on Monday night and the veteran manager reminisced over his glory days with the club.
"I am very happy with this ceremony, but at the same time I feel sad because it's time to leave," the 63-year-old said.
"I am going away with my body, but my heart will remain here. I will never forget Ahli. It has been more than a home place for me.
"It was so touching when fans kept urging me to stay in the past few days. I dedicate the league title to those fans who only feel happy when Ahli win."
Tribute
Jose paid tribute to the Ahli board and everyone who helped him during his illustrious reign in Egypt.
"I couldn’t have achieved anything without the help of my assistants who were indispensible partners for me," he added.
"Special thanks to Hossam Al-Badri and all other staff members who worked with me. I also thank the club's board for their impressive role in our success."
Chairman word
Ahli chairman Hassan Hamdi presented Jose with a special accolade before praising his virtues with the club.
"Jose left an obvious mark on Ahli's history. No doubt he is one of the most successful managers in the history of the club," Hamdi said.
"He earned the respect of everyone related to the club during his six years here. We thank him and wish him good luck in his new mission."