In Lazio, Provstgaard, who is captain of the U21 national team, will team up with Gustav Isaksen, who has been at the Italian club for a year and a half.
In Lazio, the defender has been granted shirt number 25.
"Vejle Boldklub has always meant and still means a lot to me. It is a club that has laid out a plan for my football development since I joined as a mere 13-year-old", says Provstgaard to Vejle´s website.
"A club that supported me when I faced challenges, and a club that has developed me both as a person and as a player. Throughout my time at VB, I have met skilled coaches, teammates and good people in and around the club."
"Now I am taking the next step in my career, and it is based on hard work and my time at Vejle Boldklub. "
"I would like to say thank you to everyone who has crossed my VB path. Whether it's fans, employees of the club, volunteers, coaches or teammates."
21-year-old Provstgaard has played 91 matches and scored three goals for Vejle.