The 19-year-old has joined from French side Bordeaux for an undisclosed fee.
Mara has signed a four-year contract at his new club to become their sixth summer signing.
The France u-21 international scored six goals in 26 Ligue 1 matches for Bordeaux last season but they were still relegated from the top flight.
“Southampton Football Club is delighted to confirm the signing of Sékou Mara from Girondins de Bordeaux on a four-year deal, subject to international clearance,” a statement from the club website read.
“The club announced an agreement in principle with the French side last week, and the player’s medical and relevant paperwork have since been completed.”
Speaking to Southampton's official website on his arrival at the club, Mara said: "I'm really happy to sign for Southampton and to be a Saint for the next years. Southampton have given me a good opportunity to progress.
"I'm a young player and I have to work. I think Southampton is the best club for me to develop myself and progress to be one of the best. I'm impatient to begin with this team and score goals."
Southampton boss Ralph Hasenhuttl added: "Sekou is coming here to score goals and has shown in the French league he can do this, now he needs to work hard and show he can do this in the Premier League.
"He is a young guy who will need time to adapt to a new country and a new league, but we are excited about his potential and what he can become in the future."
