Milano's team manager Sean Ferrier confirmed the news to snl24.com/kickoff.
"Yes, I can confirm that "Junior" (Brandon Theron) has signed a three year deal with Highlands Park," he said.
"We would've loved to hold onto him as he was an important player to our club. However, this is a massive opportunity and also a very good deal.
"It would have been foolish to stand in his way as he gets a chance to play top flight football."
The 23-year-old Theron spent four seasons with the Kinnes from Grassy Park after joining them from Stars of Africa.
Highlands Park, coached by Allan Freese, have also reportedly signed Zimbabwean defender Augustine Mbara from Dynamos FC.