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Milinkovic-Savic becomes the third big-name arrival at Al Hilal over the past month after the four-time Asian champions brought in Ruben Neves and Kalidou Koulibaly from Wolves and Chelsea respectively in June.
The 28-year-old will join up with his new team at their pre-season training camp in Austria after completing medical tests, Al Hilal said on Twitter.
Born in Spain, Milinkovic-Savic began his career at Vojvodina before spending a season at Belgian outfit Genk. He joined Lazio in 2015 and scored 69 goals in 341 appearances for the Rome-based club.
Lazio owner Claudio Lotito on Monday revealed the player had asked for "a change of scenery" after eight years in Italy. Milinkovic-Savic won the Italian Cup in 2019 and appeared for Serbia at the past two World Cups.
