The Congolese had one-year remaining on his contract and had fallen out with Forest over their extension offer.
Samba, who was key to Forest's promotion last season, has now signed a five-year deal with Lens, who paid 4m for his signature.
He posted on Twitter: "To the fans, to my partners, my coaches, to the staff and everyone at the club.
"Anyone that I've met that have helped me during my time here. Thank you so much. I'll keep these memories close to my heart. I've never felt nothing like this before. Forever Forest."