The 24-year-old forward moves to the Amex on a four-and-a-half-year deal.
Seagulls manager Chris Hughton said: “We are delighted to have signed Jurgen, and pleased to welcome him to the club.
“He is a player we have been aware of for sometime, and it's been no secret we have wanted to add a striker of his type.
“He is a strong, powerful and quick centre-forward, with a real eye for goal and will increase our attacking options in the second half of the season.
“Jurgen already has a prolific goal record with PSV in the Dutch top division, and it is one we hope he can continue here with us in the Premier League."