The Under-21 international had been at Craven Cottage for four years after signing from Vitoria Setubal, but he never managed to play in the Premier League.
Batista has signed a three-year deal after Sporting paid a nominal fee to Fulham for his services.
"It was a great surprise," he told Sporting's website.
"There were a number of clubs interested but agreement was reached with Sporting and it was good for me to come here."