The singer is set to fly back to his hometown of Jamaica because his visa only allowed him to stay for the duration of the ITV competition.
However, show bosses are working to come up with a new visa that'll let him stay.
Dalton said: “I need to get a new visa. I will have to leave the UK for a bit as you’re not allowed to just stay for ever.
"Hopefully my visa will be sorted out quickly,” he told The Sun.
He added: "I had a visa that allowed me to compete in the show, so I’d be surprised if the government didn’t give me one now I have won.”
The singer flew over from the Caribbean to audition for the judges at the start of summer.
He previously opened up about his tough childhood, saying he was raised in poverty – one of at least 22 siblings.
Dalton, who now has no relationship with his mum or dad, scraped a living by painting houses and recycling school jotters by carving them into love hearts to sell as diaries.
His gift for singing, first spotted at Sunday school when he was seven, paved his escape.
Over the weekend 7.5million viewers watched Dalton be crowned the winner of the 2018 series of the X Factor.
In the final he performed a rousing rendition of the Power of Love, alongside past winner James Arthur.
After triumphing over competitors Anthony Russell and Scarlett Lee , Dalton has now bagged himself a recording contract with Syco Records – Simon Cowell’s label owned by Sony.
The Jamaican-born star was the odds on favourite to win the show and his debut single is now 3-1 to be Christmas Number One with bookmakers Coral