The 25-year-old will join Wigan for around £6million and has agreed a four-year contract with Wigan.
“Mauro is a goalscorer, who lives to put the ball in the back of the net and he is somebody we have been looking at for a long time,” Wigan boss Roberto Martinez said.
“At 25 he is at a perfect moment in his career to come and play in the Premier League, and he has all the right qualities to make his mark at this level.
“He is a clever player, a natural finisher who can cause havoc in the penalty area, and he gives the team some great new options with the variety of roles he can play.
“We want him to reach his full potential here and bring plenty of smiles to the Latics fans.”