The 19-year-old has been linked with a number of clubs, including Arsenal and Everton, but has now ended up signing for CSKA.
The youngster has signed a five-year contract with the Russian side.
“I never dreamt of such a move when I arrived in the Netherlands,” Musa told UEFA’s official website.
“I’m glad I was given the chance to show what I could do at Venlo. Now there’s a great challenge ahead at CSKA.
“I’m happy to join a top club where I can win trophies and feature in Europe. That’s why I agreed to move here and I can’t wait to play my first game for CSKA.”
