The 29-year-old holding midfielder has penned a three-and-a-half-year contract with his new employers.
The Togo international is currently away on international duty at the Africa Cup of Nations, but is delighted to have seen a transfer pushed through.
He claims he was not looking to make a move away from Lorient, but jumped at the opportunity to seal a late switch to one of French football's top clubs.
Romao told L'Equipe: "I really didn't expect to leave Lorient, but this is Marseille.
"This is a really important moment in my career."
It is understood that Marseille parted with a €1.9million fee in acquiring Romao's services.