The youngster has signed a contract with Brentford to 2031. He moves to London for a mooted fee of €10m.
Furo, 18, has played in eight games for the Belgian side this season having made his senior debut in August.
Bees manager Keith Andrews said: "Kaye is someone we have tracked for a while that we are really excited about bringing to the club.
"His attributes are ones that I like and feel we can develop within the environment we have created. I have no doubt he will be a big player for us."
The 6ft 3in centre-forward also said: "It’s very exciting to be here and I just feel very grateful. It’s a dream come true for me to come to a club like Brentford.
"Brentford is the right club because of the energy from the moment I came here and the moment I saw everybody for the first time. The moment I came here, I saw this was a family club and the energy is real, it’s not being faked or played.
"I really felt this is the right club for me to develop as a striker, and to become one of the best strikers one day. For me, that’s my main focus.
"Every day when I come to training, I'll get my head down and continue working until I can become what I want to become."