Wigley, who resigned as Saints boss to make way for Harry Redknapp back in December, returned to the club only two months ago as Youth Team coach because Under 18's coach Georges Prost was taken ill.
However, following the return of Prost, Wigley departed St Mary's for a second time earllier this week.
"I am simply delighted to be joining Stuart Pearce and Manchester City," said Wigley.
"City is most definitely a club on the up.
"As a local boy, it's made my decision even easier, and I can't wait to join Stuart and his team, and experience all that Manchester City has to offer."