King, 32, was out of contract and has agreed a one-year deal with last season's French championship runners-up.
His last action in a Wasps jersey was to help the club to victory over Leicester in the Heineken Cup final in May.
But King will not be away from Adams Park for long - Wasps are due to play Clermont Auvergne in pool stages of the competition next season.
And Wasps director of rugby Ian McGeechan plans to develop a coaching role for King at the club when his playing days are numbered.
King said: "The end of last season wasn't quite the right time to decide what I was going to do.
"I wanted to be able to focus purely on preparing for the Heineken Cup final and, after that was over, obviously things were then very emotional.
"The victory at Twickenham was a great day in the history of the club, and one that is very special to me, one that I am proud to have been a part of. Since then, I have taken some time off and reflected a bit on what I should do in the coming season.
"When the offer came in from France, I could see that it would be a fantastic opportunity to gain some new experiences and hopefully see things from different perspectives, things which will be especially important to me as I do plan to pursue a career in coaching once I've retired.
"So I'm hoping this will be an experience that will stand me in good stead, and allow me to see new things and learn new things - things that can be beneficial to both parties if I ever do want to come back to Wasps and do some coaching.
"The club has been a huge part of my life for the past 11 years, and I didn't realise how difficult it would be to leave.
"The added bonus is that I was able to go out on such a high, winning the Heineken Cup at Twickenham.
King made 269 appearances for Wasps, with whom he won four league titles, two Heineken Cups, the European Challenge Cup, two Tetley Bitter Cups and the EDF Energy Anglo-Welsh Cup.