Llorente agreed a four-year deal with the Serie A giants but will remain at Athletic until his contract runs out at the end of June before moving to Italy.
Bielsa does not expect this week's news to change anything with regards Llorente's commitment to the cause, with 27-year-old's desire to leave Athletic being made public last summer.
"It changes absolutely nothing," said Bielsa.
"We're happy for Llorente and sad for us because a member of the team is leaving, but we've known this since August.
"I don't think Llorente will give any less from now until the end of the season."