Wilson will join Sky's main rugby commentators Grant Nisbett and Tony Johnson and supporting commentators Justin Marshall and Ian Smith.
His move marked another loss for TVNZ to a rival network. He was hired by the broadcaster last year to provide expert commentary for TV One during the Rugby World Cup.
Head of news, current affairs and sport Anthony Flannery said at the time that Wilson would be "a real asset" for the station.
TVNZ spokeswoman Megan Richards said Wilson was no longer contracted to TVNZ.
"He's an independent contractor and therefore entitled to take work where he can find it.
"We're very happy to have had him and wish him luck in finding work where he [can].
"No doubt he'll be on the market from time to time and we'll keep him in mind."
Last week, the state broadcaster's political editor, Guyon Espiner, left for rival TV3, where he will work for 60 Minutes.
TVNZ chief executive and editor-in-chief Rick Ellis will leave in February to take up a new role at Telstra in Australia. Flannery is also going to Australia to work for Network Ten.