The transfer is yet to be confirmed by either club.
Biglia stated: "It is wonderful and I really wanted to join a more important League with a competitive team. Lazio is the perfect club for me and I am sure we'll challenge for top targets next season. I couldn't miss this chance.
"After seven years in Belgium, I feel ready to learn how another great League works. In January I sat down with the directors and they finally realised I wanted to play in a more competitive League.
"I knew of Lazio's interest, but I didn't want to talk about my future while on international duty so as to avoid distraction."