The full-back, who represents the United States men's national team, made his decision amid high tensions in the Middle East after an airstrike ordered by President Donald Trump killed Iranian military commander Qasem Soleimani at Iraq's Baghdad airport.
"Sergino Dest has asked if he could leave Ajax's training camp in Qatar," his club said in its statement. "He didn't feel comfortable. Ajax understands his request and has responded to it."
The USMNT was set to train in Doha for 20 days in January but canceled those plans last week. U.S. Soccer said it is "working with the Qatar Football Association to find an opportunity in the near future for our team to experience Qatar's world-class facilities and hospitality."
Thrice-capped Dest is expected to train with Ajax's reserve team when he returns to Amsterdam. The USMNT plays a friendly against Costa Rica in California on Feb. 1, but Dest may be with Ajax's senior setup on Feb. 2 for an Eredivisie visit from rivals PSV Eindhoven.