The band will release their soundtrack to Martin Scorsese's Shine A Light with Universal in March, which will feature two of the band's shows from 2006.
"We are really proud to be working with the Rolling Stones and so is everybody in Universal Music globally," said Lucian Grainge, CEO of Universal Music Group International.
A representative for the band said that the group was "excited" about teaming up with its new label.
The veteran rockers are the latest act to abandon EMI, which cut 2,000 jobs earlier this week.
Former EMI acts Radiohead and Paul McCartney have criticised the label in recent months, while Robbie Williams and Coldplay are reportedly unhappy with the company's takeover by Guy Hands.