The 20-year-old Dane has signed a five-year contract at St Mary’s and joins for an undisclosed fee, becoming the Saints’ second signing of the summer, after Nathan Redmond joined from Norwich City.
He spent last season on loan at Bayern’s fellow Bundesliga side Schalke, making 38 appearances for club and country last season, while he spent the previous season on loan at Augsburg. The club will be hoping he can fill the void left by Victor Wanyama, who left for Premier League rivals Tottenham.
Hojbjerg told the club’s website: “I’m very pleased, it’s a big opportunity for me.
“I look forward to giving what I have and what I can to the club. They have put trust in me and I want to show them that they are not wrong.
“When I heard that Southampton came in for me I said to my people that this is what I want to do because I can see myself at Southampton, as it’s the way I like to think, the way I like to play and it fits me really well.
“I hope I can come here also and be a part of the Southampton family and give what I have to fight for the club and fight for my teammates.”
He left Brondby to move to the Allianz Arena in 2012, playing under Jupp Heynckes then Pep Guardiola. It has even been suggested Guardiola – now boss of Manchester City – saw similar qualities in Hojbjerg that led him to believe he had a raw version of Sergio Busquets.
Executive director of football Les Reed said: “Pierre is an exciting young talent, who we are delighted to welcome to Southampton Football Club.
“At the age of just 20, he is already an established international player with Denmark and has gained significant and valuable experience while at Bayern Munich and in the Bundesliga.
“Pierre boasts an impressive pedigree, as well as a great deal of potential, and it is testament to our reputation that he has chosen Southampton ahead of other suitors as the next step in his career.
“We believe the club will be an ideal place for Pierre to continue his progression and that he will be an excellent addition to our squad.
“We now have the perfect blend of positional strength, experience and dynamic youth in our midfield slots. There will be healthy competition, but also the required depth and robustness for our challenge in the Europa League.
“I believe as a group we probably have a choice from the best pool of midfield options in the Premier League.”
He arrives just hours after striker Graziano Pelle completed his transfer to Chinese side Shandong Luneng.