Croatia international Cop has scored 15 goals in all competitons this season after finding the back of the net 33 times in the 2013-14 campaign.
The 24-year-old's outstanding form caught the attention of Cagliari, and Dinamo revealed on Sunday that Cop is set to link up with Gianfranco Zola's side.
Cop told Dinamo's official website: "I have mixed feelings: I am happy and proud, but also a little sad.
"I spent a wonderful two years here. I developed as a player and as a man, and I want to thank all the coaches and team-mates for beautiful experiences.
"On the other hand, after two and a half years I wanted to try something new, and the Italian league and Cagliari are certainly a great challenge and I cannot wait to join the new club."
Cop has two caps for his country, the most recent coming in a 2-1 defeat against Argentina in November.
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