The 24-year-old defender has signed a five-year contract with the Premier League club.
Reports claim the fee the Saints have paid for the defender is £11.5million.
CONFIRMED: #SaintsFC completes the #deadlineday signing of @VirgilvDijk from @celticfc on a five-year contract.
https://t.co/2Oj5TEzyin
— Southampton FC (@SouthamptonFC) September 1, 2015
Van Dijk told Southampton’s official website: “I’m delighted. It was a very easy decision to join this club.
“This is a very ambitious club, who have been doing very well in the last couple of years. It’s a great place to be and it’s the right step for me.
“For me now to get the opportunity to play in the Premier League is unbelievable and I will enjoy it.
“I know it’s an ambitious club – they have been through a lot throughout the years. They are trying to play football and that’s something that really attracted me.
“I’m so excited. I hope to settle in really quick, get everything around football sorted, start playing and enjoying it because the most important thing in football is to have fun and enjoy every day.”