Once opposing units are engaged in close combat they may not move away until one side or the other flees or is destroyed. Models already engaged in combat at the start of their turn cannot move, but must continue to fight in the close combat phase.
Source: Warhammer Fantasy: 7th Edition
Once opposing units are engaged in close combat they may not move away until one side or the other flees or is destroyed. Models already engaged in combat at the start of their turn cannot move, but must continue to fight in the close combat phase.