The Frenchman is out-of-contract at the club this summer following two years at the Keepmoat.
Boss Darren Ferguson had declined to make public the identities of those leaving the club after meeting with his players individually earlier this week.
But Baudry himself has confirmed his departure with a post on Twitter.
He wrote: "Last day at cantley park today saying goodbye to the good ppl that work there . Enjoyed my time here with a group full of young talented players that keep getting better and better but also great lads , a pleasure to work with #drfc"
In another post he added: "For me its time for a new challenge . Thank you all for the support and see u tomoz at the keepmoat one last time
Baudry joined Rovers in the summer of 2016 after leaving Leyton Orient.
He made 60 appearances for the club over two seasons, scoring six goals. The 30-year-old missed the start of both campaigns due to injury.