Moses signed for the Latics for a fee of around £2.5 million from Crystal Palace in 2010 and was a key component of the side which narrowly escaped relegation last season, scoring six goals and laying on another six.
And the 21-year-old, who was purchased at a cut-price fee by the Blues after entering the final year of his contract, thanked Wigan for handing him the opportunity to play in the Premier Leauge.
In a statement, Moses said: "I'd like to put on record my sincere thanks to everyone at Wigan Athletic for the tremendous support they showed me during my time there.
"I'd like to thank the chairman, Dave Whelan, and all of the staff at Wigan for giving me the chance to play in the Premier League.
“In particular, I'd like to thank the manager, Roberto Martinez who has been a major influence on my career up to this point, as well as the Wigan fans - who were always great with me."
The former England youth international went on to discuss next stage in his career, adding that joining a club of Chelsea’s stature sees him realise a dream.
He continued: "Following the successful conclusion of my transfer to Chelsea I'm now looking forward to getting started with my new team mates and can't wait to make my debut.
"I'm very ambitious and to be joining a club with the history of Chelsea, the current European champions, is a dream come true for me.
"The team have had a great start to the new season and I'm looking forward to playing my part in continuing our good form in the coming weeks and months.
"I'm now really excited about the challenges ahead at Chelsea and look forward to a long and successful career at Stamford Bridge."