The 24-year-old midfielder spent four-and-a-half years with the Bundesliga side and had been a regular in Lucien Favre’s side this season, making 20 appearances in all competitions.
But Dortmund have announced they have granted his request for a move to Portugal.
“I would like to thank my team-mates, the Dortmund staff and all the fans of this great club for a great time and I will always have Borussia Dortmund at heart,” the Germany international said upon his departure.
“Julian came to us with this wish, and we agreed – also because of his services to the club,” sports director Michael Zorc said. “We wish him all the best for his future!”