After being released by RCB, McCullum set his base price at Rs. 2 crore, but the veteran star didn't attract any bids.
In earlier editions, he was one of the top buys across several franchises.
Baz, who has played 356 T20 matches, has gone on to amass 9,620 runs in the format.
He helped Trinbago Knight Riders defend the 2018 CPL.
McCullum lucky to have played in 11 IPL seasons
McCullum told Radio Sport, "That's the way things go sometimes. I've been very lucky, I've had 11 seasons in the IPL and at some stage you need to transition away from the playing stuff."
The celebrated cricketer had retired from international duties in 2016.
Since then, Baz has continued to play in global T20 leagues around the world.
'All good things must come to an end'
"All good things must come to an end, and I was very delighted to see some of the Kiwi boys got picked up. I'm certainly not too worried about it; it's the way the game goes sometimes," said the veteran T20 legend.
McCullum endured a poor IPL 2018 campaign
McCullum went on to play for many franchises over the years.