Dolly moved to French club Montpellier a week ago from Sundowns after winning the Caf Champions League with the Absa Premiership champions.
Modise congratulated his former teammate on moving to the French Ligue 1 side and hopes it inspires more local based footballers to move abroad.
“Keagan Dolly has done well for both his club and his country. It is about time that he takes on a bigger challenge and congratulations to him,” Modise told his official website.
“I think that South African players must also realise that they can represent their country in the best leagues in the world,” he added.
“It is possible. We see it all over the world where young players are making debuts for big teams.
“This must act as an inspiration for upcoming players. One can be sure that we will see more of such moves by SA players. The sky is the limit,” he concluded.