Kane had one goal, no assists and was a minus-8 in his 12 games since joining the team following the start of the NHL lockout.
"Unfortunately, Evander Kane could not adapt to hockey in the KHL," athletic director Igor Matushkin said on the team's website as Kane's departure was announced.
He suggested it was a mutual decision and the team and Kane parted on good terms.
One of Kane's former Winnipeg Jets' teammates, centre Tim Stapleton, is having a much better time in the capital of Belarus, where he is one of the KHL team's top-scoring forwards.
After leaving the Jets and joining Dinamo Minsk this season as an unrestricted free agent, Stapleton has scored 11 goals and had eight assists.
That's the same number of goals he scored for the Jets all last season as a third or fourth-line forward. The Jets didn't renew his contract.
Meanwhile, Winnipeg Jets netminder Ondrej Pavelec decided not to renew his contract with Czech Extraliga hockey team Liberec earlier this month.
His reasoning may have been a bit premature, since he said at the time he thought it looked like the NHL season might start soon.