The 6-foot-2 guard, who began his career at Western Kentucky, averaged 9.8 points and 4.9 rebounds per game this past season for the Minutemen.
Gordon publicly announced he is gay last April.
"I appreciate everything that the coaches and my teammates have done for me," Gordon said. "As far as me leaving, it has absolutely nothing to do with my sexuality. In fact, everyone could not have been more supportive with my situation."
UMass went to the NCAA tournament a year ago, but finished 17-15 overall this season and 10-8 in the Atlantic 10.
"This is just a personal decision for me to chase my dreams," Gordon added. "I'm trying to put myself in the best situation to be successful, and I hope to go somewhere where I have the opportunity to expand my role and more importantly, win as many games as possible."