The 17-year-old defensive midfielder has been tracked by several clubs.
Sissoko signed a three-year contract with the Pyrenean club.
He said: “I am happy, because I’ve been waiting for this moment for a long time.
“I had the chance to leave for England, but it was perhaps a little too early in my career for that and it wasn’t necessarily a good idea.
“By working hard I hope to break into the first team squad as soon as possible.”