On Wednesday Wales’ departure from City was formally announced. He joined the A-League club in 2018 from the Central Coast Mariners.
The 22-year-old, who hails from Terrigal, scored three goals in 53 appearances for City.
He helped the club to the A-League grand final in August, where City were beaten by Sydney FC 1-0.
The World Game understands the Olyroo, who has played four times for Australia’s Under-23s, is off to join Western United.
The Mark Rudan-coached outfit recently announced the departures of Valentino Yuel, Thierry Iradukunda, Oskar Dillon and Patrick Antelmi.
Western United were knocked out of this season’s A-League finals by Melbourne City.
The club has been approached for comment.