Bielsa, who signed a two-year deal at Elland Road with an option for another year, has previously managed clubs in Argentina, Spain and France besides coaching the Chilean national team.
"It has always been my ambition to work in England," Bielsa, who coached Argentina between 1998 and 2004, said in a statement.
"I have had several opportunities... however I have always felt it was important to wait for the right project to come along and so when a club with Leeds United's history made me an offer, it was impossible to turn down.
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"I am excited for the challenge ahead as we work hard to achieve great things at this football club."
Bielsa has been out of work since being sacked by French Ligue 1 side Lille in December following a run of three wins in 13 games.
Leeds, three-times English champions, are set to start the season with a new manager for a fifth consecutive year.
(Reporting by Hardik Vyas in Bengaluru; Editing by Amlan Chakraborty)
