The Spaniard has told newspaper Mundo Deportivo that the Ghanaian is among 13 players that will be yanked from the club.
The Reds have told Gyasi his services will no longer be required at the end of the current campaign.
Other players including Gustavo Busato, Vytautas Cherniauskas, Jefferson, Bradley Maziku, Ruben Pinto, Graham Carey, Vernon Anita, Thiago Rodriguez, Denis Davidov, Tommy Yurich, Evandro, Viv Solomon-Otabor and Enrique Rafael will all depart the club.
Gyasi's contract will expire this summer and the club has decided not to keep him because of coronavirus pandemic which has affected the club's finances.
The decision has already been communicated to the player, who has started talking to other clubs.
The 28-year-old rejoined CSKA following a short stint in MLS with FC Dallas.
He has had stints at Dutch top flight side Roda JC Kerkrade, FC Twente, AZ Alkmaar, Heracles Almelo as well as De Graafchap.