The former Great Britain captain and coach and Wigan loose forward, who had two years left on his contract with the south Yorkshire club, cited the resignation of chairman Craig Harrison and the club's financial problems for his decision to walk out.
Doncaster's players were told of Hanley's decision an hour and a half before their 18-10 victory, which secured promotion to League One, and announced publicly at the end of the match at Warrington's Halliwell Jones Stadium.
"Today was my last game," he said. "You never really know what might develop at the 24th hour but today was my last game.
"Craig Harrison is leaving and he's the owner of the club and it's not viable for me to be at the club while there are financial restraints.
"If the money was there, I would stay at Doncaster. I've loved mt time there. I'm extremely proud of the boys and I'll watch their careers developing."
Hanley, recently voted Britain's greatest player, had been out of the game for more than seven years when he made a surprise return last December.
He succeeded Shaun McRae at St Helens in 1999 and took them to Grand Final glory but was dismissed in the spring of 2000 after a public fall-out with the club's board.
Returning from the wilderness 10 months ago, Hanley signed a three-year contract with Doncaster after the arrival of new owners and took them to the Northern Rail Cup final in July and today's play-off decider.
Hanley had been linked with Warrington earlier this year but insisted he had no other job lined up in rugby league.
"Whatever I do and wherever I go, I will enjoy myself," he said. "I've no rush to do anything in particular.
"I'm going to put my feet up again. I'll concentrate on my tennis and squash and go back to Australia. There is no drama for me."
In the meantime, Hanley has recommended to the club that his assistant, Tony Miller, take over for Doncaster's National League One campaign in 2009.
"He's been excellent all year and I'd like to see Tony Miller continue," he said. Tweet

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