The decision of Afghanistan’s first female airplane pilot to seek asylum in the U.S. drew anger from her home country’s military leadership, which said she could face disciplinary action if she didn’t return.

Niloofar Rahmani, a 25-year old captain with the Afghan Air Force, said Friday that she wouldn’t be going back to Afghanistan as planned upon completing an 18-month training course in the U.S., citing ongoing threats against her life at home.

Capt....