Kallis, who has been part of two IPL title-winning KKR sides (2012 and 2014), has signed a two-year contract with the Sydney outfit and said he was looking forward to playing in Australia.
"I will be playing against a few guys who I have played against most of my career, guys like Huss [Michael Hussey], now I am looking forward to play with these guys," Kallis said.
Kallis, 38, who retired from Tests in December last year, has scored 3673 runs and taken 95 wickets in 143 T20 matches.
Sydney Thunder General Manager Nick Cummins is more than happy to have Kallis on board.
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"Signing a player of Jacques' quality and experience is phenomenal news for Thunder fans," said Cummins.
"He is one of the greatest cricketers to have ever played the game and apart from his experience and leadership, he is still a brilliant all-rounder who will give the side a quality top-order batsman and versatile bowling option.
"Just having a player of his stature around the group will be great for our young players and he will bring big match temperament and a winning attitude to our squad," he added.