Ciccone's last race in the Lidl-Trek colours ended with a third-place finish in Saturday's Giro di Lombardia, after the team announced his departure on the eve of the race despite still having three years left on his contract.
"After eight years with the same team, this is a big decision, but one I genuinely wanted to make," Ciccone said in a Pinarello Q36.5 statement.
"I feel I still have a lot to give, and I needed a new challenge, fresh motivation and an environment where I could feel at home."
The climbing specialist, who has won the mountains classification at both the Tour de France and Giro d'Italia, will link up with British rider Tom Pidcock at Pinarello.
"I've always admired him, not only because of his talent, but because he's a rider who thinks differently and isn't afraid to do things his own way," Ciccone said.