The 21-year-old's three-year contract with the Latics was completed minutes before the deadline closed on Tuesday.
Di Santo arrived in England from Chilean side Audax Italiano in 2008 for £3million but made just 16 appearances for Chelsea - and never started a game.
He went on loan to Blackburn last season, playing 22 times in the Barclays Premier League but scoring just once.
But when the offer came in to move to the DW Stadium, Di Santo felt it was time for a change.
"I think I needed to come to Wigan Athletic at this point in my career," he said.
"Chelsea are a fantastic club but I didn't have too many opportunities there, so I'm very happy to have made this move.
"At my age I need to be playing regular football so it's an important move for me and I hope to earn a place in the team and then try my hardest to stay there.
"Tuesday was a bit tense because we got to the last 10-15 minutes of the deadline and the transfer still hadn't gone through.
"In the end all the paperwork went through and the move was complete - it was a great feeling.
"There were some other offers at the time but Wigan was the move I wanted.
"I wanted to stay in England, in the best league in the world and join a club that is moving in the right direction.
"So together with my family and friends I decided this was the right move for me."
Manager Roberto Martinez, in his second season as a top-flight boss, has remodelled the squad he inherited from Steve Bruce in the summer of 2009.
And after speaking with the Spaniard, Di Santo was convinced the DW Stadium was the right destination for him.
"Roberto and I spoke about the club, where he wants to take it and how he wants me to play a part in that," he told wiganlatics.co.uk.
"I'm still young so I think that if try my best and work-hard here I will get the chance to play.
"All I can do is try my best and give everything I have for Wigan. I haven't set myself any targets, I just want to focus on getting up to speed and trying to get into the team first."