Zahra Ghanbari became the fifth member of the football cohort to change her mind after initially taking up an offer to stay in the country following the Asian Cup.
Her decision to join fellow players in Malaysia was reported by Iranian state news agency IRNA, which has seized on the about-face from all but two members of the cohort as a propaganda coup for the nation's under-siege regime.
Home Affairs Minister Tony Burke previously announced three members of the group had decided to leave despite the government doing everything it could to ensure the women were protected.
Seven members of the Iranian soccer group, including six players and one support staff member, were initially granted humanitarian visas to remain in Australia.
Cabinet minister Catherine King said the government understood the "very difficult" decision members of the group were making.
"They would have been facing enormous pressure from what was happening overseas, in their home country as well," she told ABC Radio on Monday.
"They were provided an opportunity here to come to Australia to make that decision, and ultimately, it is their choice, and I think that Australia can be very proud as a country that we were able to do that."
The team left a Gold Coast hotel on Tuesday afternoon under police guard with one player appearing to be dragged by a teammate onto a bus.
There are fears for the rest of the team's safety on their return to Iran after they were labelled "wartime traitors" on Iranian state media for refusing to sing the national anthem before their opening match.
Conflict in the Middle East continues to widen with intensified attacks on Iran by the US and Israel and retaliatory strikes targeting multiple Gulf countries.
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