It is believed that the midfielder's departure is part of the club's attempts to balance books. The club's finances were described as "critical" in March.
The Senegal international, who played at the 2018 World Cup in Russia, was one of 14 players signed by Redknapp last summer, joining on a two-year deal.
Bon retour parmi nous Cheikh !!! #LaForceDuSCO pic.twitter.com/7hT6Gfhsza
— Angers SCO (@AngersSCO) August 16, 2018
Birmingham City confirmed that they would have rather kept the player at St Andrews, however EFL restrictions limited the club.
"Due to the restrictions Blues have had placed on them by the EFL, the Club is considering various ways and means to aid their profitability and sustainability targets to comply with regulations.
Ideally Garry Monk would not want to reduce the number of players who make up his preferred senior squad", an official statement read.