Gudmundsson joins Leeds for a £10m fee and has signed a deal to 2029.
The Sweden international told LUTV: “It feels very good. It's been a dream for me to come to the Premier League and to sign for Leeds to be a part of that, it feels amazing.
“I think I was growing up watching the Premier League and obviously my father played there as well, so it's a bit of a connection there already.
“It's an amazing league and it's a big competitive league, strongest league in the world I think, in my opinion.
“My friends and family told me that the fan base is huge and obviously I know that and also the stadium here is unbelievable as well with the fans shouting.
“I'm up for all the challenges and really looking forward to playing here in front of all the fans and with teammates and get to know everyone.
“I want to help the team with my qualities. That's what I think I came here to do, so with the experience I gained the last years, I hope to help the team with that.”