She made the announcement on social media saying she had gone into the most recent series having decided it would be her last one.
She said this year's series had been her "best Strictly experience ever".
This series win was not her first.
She also won in 2011 with McFly's Harry Judd.
Aliona's been on the show for seven years.
Her previous partners include Rav Wilding, Matt Baker, Tony Jacklin and Gregg Wallace.
She had to pull out of the 2013 series after fracturing her ankle in training in rehearsals with dance partner Johnny Ball.
Vilani started ballroom dancing in Russia at the age of 11 and went on to study at the Broadway Dance Center in New York.
She moved to Los Angeles in 2006.
The professional dancers on the show are booked on a series by series contract, meaning no dancers are yet signed up for the 2016 series.
Ola Jordan, another Strictly dancer, has also  ruled herself out of future series too.
Jay and Aliona are taking part in the Strictly Come Dancing live tour which starts on 22 January in Birmingham.

Tommy Roome, of Rams Grove, Romford, has been accused of murdering Mr Hayden, 27, who was stabbed outside his home in Chadwell Heath on 13 September.
Mr Roome was also charged with the attempted murder of Mr Hayden's father, Paul, 46, who was also injured.
He is due to appear at Barkingside Magistrates' Court on Friday.
Mr Hayden died from a stab wound to the thigh a day after he was attacked in Gibbfield Close at about 01:25 BST.
Both he and his father were assaulted when they confronted a group of men outside their home following the attempted theft of a moped.
The bodyguard had worked in security at ITV and at high-profile events including the marriage between footballer Peter Crouch and model Abbey Clancy. He was also employed by Havering Council.
Two other teenagers, aged 16 and 19, were previously arrested over the attack and bailed.

Thirty-six whales were rescued and pushed back into the sea at Tuticorin on Tuesday, but 28 of them floated back to the shore and died on Wednesday.
Earlier, 45 whales died after 81 of the animals were stranded on Monday.
The last time such an incident occurred in Tuticorin was in 1973 when 147 whales died.
Local fishermen, helped by officials, have been using mechanised boats to float the stranded whales back into the sea, but many of the animals have returned to the shore, BBC Hindi's Imran Qureshi reports.
"This is a well known phenomenon. When there is mass stranding, whales return ashore. Pilot whales are very social animals and they live in groups. They are very aware that some of their group members are in distress on the shore, possibly dead, so they don't wish to go back into the sea," whale expert Dr Kumaran Sathasivam said.
The dead whales are being buried near the shore at Tuticorin, officials say.
Strictly Come Dancing's Aliona Vilani has announced she is leaving Strictly Come Dancing three days after winning the glitterball trophy with Jay McGuiness.
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A 19-year-old man has been charged with the murder of celebrity minder Ricky Hayden, who was stabbed to death in east London.
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The number of short-finned pilot whales who have died after they were stranded on a beach in the Indian state of Tamil Nadu has risen to 73, officials said.