Communist Party newspaper Granma says Despaigne abandoned the squad at Paris' Charles de Gaulle airport during a layover en route to a baseball tournament in the Netherlands.
The 26-year-old Despaigne is an eight-year veteran who played for Havana powerhouse ball club Industriales. Last season the right-hander recorded a 5-2 record in 12 starts.
Defections are common by Cuban ballplayers, lured by the prospect of multimillion-dollar contracts in Major League Baseball.
Granma did not say Tuesday when he defected. It reported the news in the last paragraph of a story about a 7-0 Cuba loss to Holland in Rotterdam.