Mousset’s arrival, on a three-year deal, means United have smashed their transfer record three times this summer, after the signings of Luke Freeman and Callum Robinson.
Mousset signs from Bournemouth, who United face on the opening day of the Premier League season on August 10.
“Lys is big, quick and a different type of threat at the top of the pitch to what we already have,” Wilder said.
"I think he will prove to be a great fit for us and the fact that he selected us above other options shows he's hungry to do well.
Sheffield Wednesday boss and chairman unhappy after attackers leave for Premier League
What Darren Moore had to say after Sheffield Wednesday's win over Charlton Athletic
Sheffield Wednesday ‘obviously huge’ but Charlton Athletic boss makes Owls statement
The moment that changed the game and a star man rises – How Sheffield Wednesday battled their way past Charlton Athletic
Why Sheffield Wednesday left Dennis Adeniran out completely against Charlton Athletic
“It is a fantastic bit of business for us in the current market and we are looking forward to him joining up with the squad."
The France U21 international joined Bournemouth in 2016, for a fee of over £7million.