In a statement on their official website, the Red Devils announced that the 25-year old midfielder signed a five-year deal until 2028 but didn't provide any financial details.
A welcome video was also posted on their social media account saying "Emam Ashour is Ahlawy".
However, several Egyptian and Danish reports have claimed the deal is worth 2.6 million euros.
Earlier in the day FC Midjylland have announced Ashour's departure returning to his home country.
"Emam is a talented player, but unfortunately injury limited his impact with us. We found a good solution by allowing him to return to Egypt to play for Ahly," said FC Midtjylland sporting director Svend Graversen.
The international midfielder joined Midtjylland from Zamalek in January but only made seven appearances before suffering a serious injury.
Ashour failed to settle in Denmark and forced his way out of the club, making headlines by joining Zamalek's arch-rivals Ahly.
The talented midfielder hit stardom with the White Knights since joining them in 2019, orchestrating the midfield and helping the team claim back-to-back titles in 2021 and 2022.
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