The Hammers' lack of activity on the transfer market had made their fans question the London club's commitment, but West Ham chief executive Scott Duxberry believes the signing is a good harbinger for the club.
"Valon is a player who will a valuable addition to the squad as we aim for a successful season ahead," said Duxberry. "His signing also indicates the club's positive ambitions. Contrary to some reports we are fully committed to strengthening the playing staff. There will not be a mass exodus and fans can be assured we are working as hard as always to ensure high-caliber competition in all areas of the team."
The 23-year-old Behrami leaves Lazio in the Serie A where he made 64 appearances in three years. The Hammers paid $10 million for Behrami and have signed him to a five-year contract.
The winger, who can play at right back or in the midfield, is excited to play in the Premier League.
"At last I am able to sign," he said. "After the Euro 2008 Championship, I spoke to West Ham who had expressed an interest, but I had to be sure it was the right thing for everybody. I have now made my decision and am looking forward to being part of this side and playing in the English league."
Starting all three of Switzerland's Euro 2008 matches, Behrami peaked West Ham's interest with his marauding runs down the right where his speed and technical ability caused problems for his opponents.
West Ham financed the move for Behrami with the $12.5 million it received from Fulham for striker Bobby Zamora and defender John Pantsil.
Behrami will have to wait until Saturday to meet up with his new teammates - that's when the club returns from its preseason trip to North America.
West Ham defeated the Columbus Crew 3-1 at Crew Stadium Sunday in a game that was marred by fan violence between the clubs' supporters.