The Spain international has long been linked with the Bianconeri and it was confirmed on Thursday that he would move to Turin but the Argentine is certain that the striker will give his all to the Liga club until the end.
“It gives us both joy and sadness that he will stop with this team, something we have known since August," Bielsa told a press conference.
"I do not believe he will lose his performance level after this confirmation."
Meanwhile, Athletic midfielder Ibai Gomez wished his team-mate all the best for when he eventually moves to Serie A in July.
"Llorente is our player until the end of the season; I wish him all the best when he leaves," he declared. "Now the soap opera is over, hopefully we can get back to football."
The 27-year-old moved to San Mames in 2004 and has made in excess of 300 appearances for the Basques since making his first-team debut in 2005.