Martina, a Curacao international, has signed a two-year deal at St Mary's Stadium. No details of a fee were released.
The 25-year-old previously played for Saints assistant manager Erwin Koeman, the brother of Southampton manager Ronald, at RKC Waalwijk.
"I know Ronald Koeman and Erwin Koeman -- I worked with Erwin for one year and everything was good," Martina told Southampton's website (www.saintsfc.co.uk). "He knows my qualities and I know what he wants.
"It was a dream for me to play in the Premier League, and finally I can play now. I hope to play many games and show the fans who I am."
Southampton's executive director of football, Les Reed, said: "Cuco is a versatile and experienced defender who will add strength and depth to our squad ahead of the coming season.
"Injuries to Ryan Bertrand and Bevis Mugabi highlighted the need to bring in another defender, and Cuco is the perfect solution."
Koeman's side have also sold England right-back Nathaniel Clyne to Liverpool.
Southampton open their Premier League campaign at Newcastle United on Aug. 9.
(Writing by Stephen Wood; Editing by John O'Brien)
