Rodallega has been out-of-contract since leaving the Latics at the end of the season, but has now signed a three-year contract with Fulham.
The Colombia international told Fulham’s official website: “I’m thrilled to have signed for Fulham Football Club.
“I wanted to stay in England and I’m delighted that I now have this opportunity with Fulham.
“I would like to thank the staff and fans of Wigan Athletic for three and a half wonderful seasons there.
“I’m looking forward to pre-season training with the rest of the Fulham squad and starting a new chapter in my career.”
Fulham boss Martin Jol, added: “I am delighted that Hugo has decided to join Fulham.
“There has been a lot of interest in him from other top flight teams in England and abroad, so to be able to add his quality to our squad is a massive boost this early in our preparations for the new campaign.
“He is a great addition and I think he will contribute very well to our style and philosophy here.”