Burmistrov, 21, reportedly signed a two-year deal to play in the KHL after spending the past three seasons with the Jets franchise. The Atlanta Thrashers made him the eighth pick in the 2010 NHL Draft and he spent the 2010-11 season with them and the following two in Winnipeg.
The Jets retain Burmistrov's rights should he return to the NHL.
"Through our conversations and correspondence with Alex and his agent, it became apparent Alex had a desire to continue his development as a young player in the KHL," Winnipeg general manager Kevin Cheveldayoff said in a statement. "He remains a very talented player within the Jets organization and we will continue to monitor his progress and development going forward."
Burmistrov had 58 points in 194 games.