The central defender, who scored the winning spot-kick in the 8-7 penalty shoot-out victory over Côte d'Ivoire, previously played in France for Sochaux and links up again with former Zambia coach Herve Renard.
"This is very good news for me to join a club like Lille. I have known Herve Renard for a long time, his presence here was an important element in making my decision to commit myself to Lille. He is like a father to me," added Sunzu.
But after making just 13 appearances in China, Sunzu returns to France to be reunited with Renard, who also coached him during Zambia's victorious Cup of Nations campaign.