The 33-year-old has joined the Hammers for £8million on a two-and-half-year deal.
Fonte made clear his desire to leave the Saints by submitting a transfer request.
Manchester United, Everton and Crystal Palace had been linked with Fonte.
Jose Fonte and Diego Costa have dinner with super-agent Jorge Mendes
Fri, November 18, 2016
Jose Fonte and Diego Costa have been snapped having dinner with super-agent Jorge Mendes
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Jose Fonte and Diego Costa have dinner with Jorge Mendes
But Euro 2016 winner with Portugal has opted to play at the London Stadium under Slaven Bilic.
Fonte said: “I signed for West Ham because they are a great club and a very big club. They have a lot of fans and I have known for a number of years how passionate they are.
“The manager was also a very big influence. I thought that he really wanted me and that he sold me the project and the ambition of the Club.
Jose Fonte's last appearance came against Everton in December
“I also have part of my family living in London and they are big West Ham fans. It just made sense for me at this stage to join West Ham. It is a new challenge and a new beginning and I am looking forward to it.
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“With the way that West Ham is going we can only look to be challenging in the top eight.
“I told the manager in conversations that we want to win and we want to win trophies. The ambition is big and we need to aim high.
“West Ham are a massive club and it is an exciting challenge and it should be for everyone. We all need to get together and start working.”