Letsholonyane joins Matsatsantsa on a two-year deal after making 183 appearances over the past eight seasons for Kaizer Chiefs.
'Yeye' describes his new club as "professional" and "competitive" and says he is relishing the reunion with Baxter as well as participating in the CAF Confederations Cup next year.
“I am thrilled to be a part of SuperSport United,” said Letsholonyane. “I know the coach from my time at Chiefs and I am looking forward to working with him again here.
“SuperSport has shown that they are a very professional club that look after their players and are always competitive in the cups and a team who are very tough to beat.
"I am also looking forward to playing in Africa in the Confederations Cup.”