Brazilian-born Portugal international Otavio is the next superstar to opt for the Saudi Pro League, joining last season's runners-up in a club record €60million [£51m] deal.
The 28-year-old attacking midfielder starred with five goals and seven assists in the league last season, but has now departed to join Cristiano Ronaldo in Riyadh.
In Al Nassr's announcement, a father and son, purporting to be Porto fans, are seen watching a fake news broadcast where a reporter says Otavio is set to join Al Nassr.
The son then asks his father: "Dad, do you think Otavio would really go to Saudi?"
The father then replies: "It's hard to know, but Saudi is a great country with a great vision.
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"Everyone who went there is happy and enjoying their lives. Otavio is our boy, he's a champion and he deserves this chance, if he goes we will continue supporting him."
A record scratch then is heard, and Otavio is seen in an Al Nassr shirt before saying: "I'm one of you now, see you soon."
The footage then returns to the father and son, who are seen wearing Al Nassr shirts.
Otavio was present for Al Nassr's latest match, a 4-2 comeback win over Emirati side Shabab Al Ahli to qualify for the AFC Champions League group stages.
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Al Nassr looked down and out as they trailed 2-1 with two minus to play, but Sultan Al Ghannam then equalised.
Former Benfica star Talisca then scored the matchwinner in the fifth minute of stoppage time, before Ronaldo assisted Marcelo Brozovic to put the match to bed.