Antonio scored five goals in 14 appearances for Sheffield Wednesday last season and Owls boss Dave Jones believes that the signing of Antonio signals the club's ambition.
Jones told BBC Radio Sheffield: "He is nowhere near the finished article but there is a lot of talent there to work with.
"We are delighted to bring him here because he wants to do well.
"We are building and I wasn't brought here to consolidate this club. I was brought here to move it forward. This signing shows our ambition."
The 22-year-old has signed a four-year deal at Hillsborough.