The 35-year-old, originally from Pakistan's troubled northwest tribal region, has lived in Karachi since childhood and long been identified with the coastal city.
But he will leave it behind next week, telling AFP he and his family are moving so he can fully utilise the facilities at the national cricket academy in Lahore.
He said he wanted to leave "no stone unturned" in his championship quest.
Known for hitting big sixes before enthralled cricket fans around the world, Afridi retired from Test cricket in 2010 and finished his one-day career after the World Cup in Australia and New Zealand earlier this year.
More From This Section
Afridi led Pakistan to a 2-0 win in the Twenty20 series in Zimbabwe on Tuesday -- his team's sixth consecutive win in the shortest format of the game.
"I have plenty of matches before the world event," said Afridi, who was player of the tournament in Pakistan's only World Twenty20 win in England in 2009.
He said he is happy with the current team.
"We have tried several new players and they have shown talent, so the combination in my mind for the World Twenty20 is shaping up well and I am confident that we will produce good results.