The 26-year-old has signed a three-year deal with the West London club after his contract with the Latics ran out at the end of the season.
"I'm thrilled to have signed for Fulham," Rodallega told the club's official website. "I wanted to stay in England and I'm delighted that I now have this opportunity with Fulham.
"I would like to thank the staff and fans of Wigan Athletic for three-and-a-half wonderful seasons there. I'm looking forward to preseason training with the rest of the Fulham squad and starting a new chapter in my career."
Fulham manager Martin Jol expressed his delight at the move, stating that it was a massive boost for the club considering some of the sides showing interest in the Colombian.
"I am delighted that Hugo has decided to join Fulham," Jol stated. "There has been a lot of interest in him from other top flight teams in England and abroad, so to be able to add his quality to our squad is a massive boost this early in our preparations for the new campaign.
"He is a great addition and I think he will contribute very well to our style and philosophy here."
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