The 32-year-old scored 68 goals in 154 league appearances for Norwich, helping the Canaries twice win promotion in his first two seasons at the club with the League One title in 2010 and second place in the Championship the following year.
"This is a fantastic piece of business for us at a really good price," Wigan's new manager Owen Coyle told the club's official website after making his seventh signing for the FA Cup holders in barely two weeks.
Media reported the fee at two million pounds.
Wigan are rebuilding after relegation from the Premier League last season and earlier on Monday said their Ivory Coast striker Arouna Kone had joined former Wigan manager Roberto Martinez at Everton paving the way for Holt's arrival.
"Grant is a proven goal-scorer at every level and he will definitely bring something new to the table that we were missing in the squad," added Coyle.
"There is already a great buzz about the place since the new boys have started coming through the door and this is another one that will really lift the place.
"He's been a hero to the fans at every club he's been and I know the Norwich fans are sad to see him go. He's been one of the icons of their success in recent years."
The Carlisle-born Holt plied his trade in non-league football after starting out at Workington before joining Sheffield Wednesday in 2003 followed by spells at Rochdale, Nottingham Forest, Blackpool, Shrewsbury and Norwich.
