The central midfielder has joined the Brazilians on a free transfer having parted ways with Belgian First Division A side KV Ootstende in April 2018.
SuperSport United also confirmed their interest in the Jali, but the three-time PSL champions admitted that they cannot afford the experienced player.
Sundowns have now beaten their Gauteng rivals Chiefs and Pirates, who are known to made offers to Jali ahead of the upcoming July-August transfer window.
Jali, who inked a five-year deal with Sundowns, is pleased to have joined the reigning PSL champions.
“I feel good to have signed for Mamelodi Sundowns. At last this deal is done. It’s been dragging for a long time. Now I can relax before the season starts," Jali told the club's official website.
"I have recovered from the injury, I am good to go. I passed the medicals. Now I am ready for Sundowns to tell me when to come to training," he continued.
Sundowns are currently participating in this year's Champions League group stage and they will be hoping that the accomplished midfielder helps them win the title for the second time.
“I didn’t come back to South Africa to relax and just say that I am done because I am coming from Europe,” Jali said. “I came to South Africa to win things, not to just relax and say that I am done. That’s why I came to Sundowns," Jali added.
"I am here to show that I have that thing, to push other players to say that guys you can do it. I have learned a lot of things from my time in Belgium, especially how you bounce back from losing a game. You mustn’t lose hope until it’s done and you achieve your objective," he concluded.