The 27-year-old right-back has penned a three-and-a-half-year deal for an undisclosed fee.
Nsue becomes Blues’ third signing since the opening of the January transfer window, following on from Lukas Jutkiewicz and Craig Gardner.
Blues boss Gianfranco Zola targeted a new right-back following the news that Jonathan Spector could be returning to America to join an MLS side.
Although born in Mallorca, Nsue is an Equatorial Guinea international and has made 13 appearances since first representing them in 2013.
A versatile player, who can play either on the right side of defence or right wing, he began his professional career with RCD Mallorca in Spain.
After eight years with the Spanish club, during which time he also spent periods out on loan at Castellon and Real Sociedad, he made the switch to England in 2014 when he joined Middlesbrough on a three-year-deal.
In his first season with Boro he helped them reach the Championship play-off final where they were beaten by Norwich City at Wembley.
But his second campaign was more successful as he was a key member of the side that helped Aitor Karanka's outfit achieve automatic promotion as runners-up.
To date, Nsue has made 80 appearances in total for Boro and scored three goals, although this season he has found his chances limited having made just five starts.
Nsue will wear the number two shirt at Blues.