Cowell gave the Welsh singer a recording contract after he finished as runner-up on The X Factor's 2007 series. Roberts went on to release two albums with Syco - 2008's Rhydian and 2009's O Fortuna.
Speaking to the Daily Mail about his future, the 27-year-old commented: "I enjoyed my time in the Cowell Sycobubble but I've always wanted to be taken seriously as a classical singer. And the truth is that Syco is no longer the best label for me.
"In creative terms, they don't have the right approach or experience when it comes to classical music. This is something they would admit themselves. I want to make the sort of album that will launch me on the international stage and, like Russell Watson and Hayley Westenra, appeal to audiences in Asia and Japan.
"The X Factor and Simon Cowell were definitely a good launch pad for me. They changed my life forever. And I'll always be grateful to the three-and-a-half million people who voted for me."
O Fortuna is in the running for the 'Album Of The Year' prize at this year's Classical Brit Awards, which take place later this week.