Lazio have received a fee of around €800,000 for Bastos, 28, who joined the Rome club in 2016.
Bastos made 94 appearances in total for Lazio after his arrival from FK Rostov in a €5m deal.
The 42-time Angola international was mainly used as a squad player during his time with the Biancocelesti.
Prior to his sale, Bastos had made two appearances – both as a substitute – in Serie A this season against Atalanta and Inter.
Bastos will now continue his career in the Middle East with Saudi Arabia’s Al-Ain FC.