The 27-year old New Zealand international has signed a two-and-a-half-year deal with South African side SuperSport United and will leave the 'Nix in January.
Brockie indicated that the offer he received from SuperSport was one he could not turn down and had mixed feelings about leaving Wellington.
"Knowing that my contract was up at the end of the season I had a chat with (head coach) Ernie (Merrick) before the season began," Brockie said.
"I feel it was time to find a new challenge and I have always wanted to play overseas.
"While I have played for clubs across the Tasman, Australia doesn't count as overseas to a New Zealander.
"The contract will take me up to the 2018 World Cup and hopefully I can continue playing well enough to keep my place in the All Whites."
Brockie added: "I've loved every moment at the Phoenix and the players are a great bunch of boys.
"I will miss them all and I have a feeling they will do something special this season."
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