The experienced defender has been linked with a possible move away from the Estadio Anoeta in recent weeks after playing a reduced squad role in the last 12 months.
With less than 12 months now left on his contract in the Basque Country, the 30-year-old has made the decision to move on, with club president Jokin Aperribay confirming the agreement.
As per reports from Diario AS, Zaldua will join Cadiz on a free transfer, after La Real agreed to release him from his ongoing contract in San Sebastian.
Zaldua has spent the entirety of his senior career at Real Sociedad, aside from a loan spell with Leganes in 2017/28, after emerging through the club’s youth ranks.
He leaves the club with 190 first team appearances to his name alongside a Copa del Rey title from 2020.