Sangare, 24, joins Brentford on a five-year contract, with the option to extend for another year.
“Mamadou is someone that we’ve tracked for quite some time. He’s been on our radar and was a player we were really keen to bring in," Brentford coach Keith Andrews said in a statement.
Sangare left Austria's Rapid Vienna to join Lens last year, and featured prominently as they won the French Cup for the first time and finished second in Ligue 1.
"He’s a humble young man, but he’s equally as determined to succeed in his career. He fits everything we want from a Brentford player, on and off the pitch," Andrews added.
Brentford begin their Premier League campaign at home to Tottenham Hotspur on August 22.