The centre-back left Italy earlier on Thursday and put pen to paper on a deal running until 2029, when he will be 34, with the Qatari club confirming the transfer on their own social media channels.
Lazio issued their own brief statement shortly after: "S.S. Lazio announces the permanent transfer of player Alessio Romagnoli to Al Sadd Sports Club."
"I have always been a fighter, a defender, a leader," Romagnoli said in his first comments as an Al Sadd player. "Football has taken me to incredible places, and now it has brought me to Doha. A new chapter, a new shirt. I am Alessio Romagnoli, I am a player for Al Sadd."
The move brings down the curtain on a saga that had dragged on for the best part of a year. Al Sadd and Lazio first struck an agreement in January, only for club president Claudio Lotito to block the deal at a late stage.
Talks resumed over the summer, with the two clubs settling on a fee in the region of €3m and personal terms understood to be worth around €6m per season, but that version of the transfer also collapsed in July amid payment-related complications tied to financial restrictions in Qatar. A fresh round of negotiations finally pushed the move over the line this week.
Romagnoli's departure ends a four-year spell in the Italian capital that fulfilled a childhood dream — the defender grew up a Lazio supporter before beginning his career at Roma and going on to captain AC Milan, where he made his name as one of Serie A's more accomplished ball-playing centre-backs.
He joined Lazio on a free transfer in the summer of 2022 after his contract at Milan expired, and became a regular fixture in defence, though his relationship with the club's hierarchy had grown increasingly strained in recent seasons amid unresolved disputes over pay.
His exit leaves head coach Gennaro Gattuso needing to rebuild his central defensive options, having already moved for Croatia international Josip Šutalo during the same window.