Gross’ departure comes less than a week since leading the Egyptian giants to their first ever Caf Confederation Cup title.
In the final Zamalek defeated Morocco's Renaissance Berkane on penalties, consequently ending their 16-year drought without a continental title.
As reported by the BBC after the White Knights’ draw against Al Intag Al Harbi, club chairman Mortada Mansour placed Khaled Galal in charge for the remainder of the campaign.
"I will not renew his contract, I told him that he is no longer the head coach of the team, he will leave Egypt soon," Mansour said.
"Khaled Galal will take charge of the team for the remaining Egyptian league matches."
Zamalek, currently on 67 points after 30 games, are three points behind Pyramids and a further four adrift of leaders Al Ahly.
The White Knights have four games to play this season with their next fixture coming up against 13th-placed Haras El Hodood next week Monday.