Dortmund did not specify the length of the contract. German media said Borussia paid Boca Juniors 16 million euros ($18.45m) for the 19-year-old.
Dortmund tweeted photos of the under-21 international training with their squad.
TH club's sporting director Michael Zorc told the club's web site the transfer "was originally planned for the coming summer but is now being brought forward."
"Leonardo is an intelligent centre-back, strong in defence," Zorc said.
"He also has a good build-up and passing game. We are very glad that he has chosen us and are convinced that he will help us with his talent in the future."