The 21-year-old has agreed a five-year contract at St Mary's and will join the Saints for an undisclosed fee from Swiss Super League side Young Boys.
"Emmanuel is a lightning-quick striker who I am sure will excite the fans," manager Nigel Adkins told the club's official website.
"He is only 21 years old but already has a great deal of experience, notably so at international level.
"He will bring something different to the group that we already have here at Southampton, and I look forward to seeing him pull on our shirt for the first time."
Mayuka, who has been capped 36 times at senior international level, will wear the number 24 shirt this season.