In a deal worth an initial £35m, with a further £5m in add-ons, the Senegal international swaps East London for West London as he signs for the Bees.
The defender, who played 32 Premier League games last season, featured in West Ham's Championship opener against Burnley, but has been left out of the match day squads of the Hammers' past two games.
Diouf ready to give everything for Brentford
Speaking on the move, Diouf admits that he is delighted with the move and went as far to say that winning the league isn’t a stretch for manager Keith Andrews.
"I'm really happy, really happy to be here at this amazing club," said the 21-year-old. "I was looking forward to it. Now I'm here and I'm ready to give everything."
When asked about his ambitions for his time at Brentford, he replied: "Why not win the league? I want to have a big role here. I think you have to be patient and try to grow."
Andrews added that he is delighted with the arrival of Diouf as his side aims to land in a European spot this season.
"We're really pleased that we were able to sign Malick. He's a player that fits our ideal age profile, with lots of room to still develop.
"I think he had a really good year at West Ham in his first season in English football, and some of the qualities and attributes he has as a full-back really add to an already impressive part of our team.
"I'm really keen to get to work with Malick."
With Mateus Fernandes and Crysencio Summerville leaving for Spurs and Al-Hilal respectively, West Ham have made around £190M from player sales this summer as they aim to add to their promotion chasing squad before the window closes.