After Hassane Kamara, central defender Samir, and midfielder Edo Kayembe, the winger followed suit to sign a 3-and-half-year deal with the Premier League club.
Kalu is most often found on the right side, but he is capable of playing anywhere in the attacking line, giving new boss Roy Hodgson a lot of alternatives.
The 24-year-old has recorded only 11 appearances in Ligue 1 this season, scoring once, and featured in both the Europa League and Champions League.
The sign on fee is thought to be in the region of £3 million, with the forward passing his medical in London earlier today before making the move official.
Kalu will wear the number 28 shirt for Watford, and he might likely make his debut against Burnley in a critical Premier League match on Saturday, February 5.