Venezuela striker Rondon joins the Chinese Super League side for an undisclosed fee.
The 29-year-old played under Benitez on loan at Newcastle last season, scoring 12 goals in all competitions.
He previously netted 24 times across three Premier League seasons for West Brom after his arrival from Russian outfit Zenit in 2015.
The Baggies were relegated to the Championship three years later and Rondon has now left the Hawthorns on a permanent basis.
His new team-mates at Dalian include Yannick Carrasco and Marek Hamsik.