The 26-year-old, who was linked with a move to Premier League side Southampton this summer, signs a three-year contract at the Cardiff City Stadium.
"We've been waiting for this signing – Bruno is someone we've watched for a long time now," Bluebirds boss Ole Gunnar Solskjaer told the club website.
"We faced stiff competition for his signing, but managed to get the deal done. We're delighted. I said we would only add more before the window shut if something spectacular came up for us. It did and Bruno will be a terrific addition to our squad.
"Bruno will bring pace, international experience, energy and enthusiasm. He is a centre-back who plays the ball forward, looks up and can put us on the counter-attack."
It is believed that the deal will be Cardiff's last piece of business before the transfer window shuts.