The fee was not disclosed, but Germany's Bild newspaper reported it was 43 million euros with a further six million in add-ons, surpassing the 25 million euros Leipzig paid Hoffenheim for defender David Raum (25) last season.
"We stayed within our planned framework with the transfer fee, and if success-oriented bonuses occur on top of that, it means above all that we were able to celebrate the sporting successes together with the player," Leipzig's sports director Max Eberl said.
Openda scored 21 goals in 38 league appearances for Lens last season, leading them to a second-placed finish. He has nine caps for Belgium, scoring twice.
Leipzig sold last season's top scorer Christopher Nkunku (25) to Premier League Chelsea in June.
They finished third in the Bundesliga to earn a place in the Champions League group stage.