Ligue 1 - Roux leaves Brest for Lille
Roux, 24, has put pen to paper with the Ligue 1 champions for four and a half years.
Sow is currently away on Africa Nations Cup duty with Senegal and has asked for a transfer.
Brest president Michel Guyot said he did not regret preventing a transfer of Roux to Schalke last summer.
“I am at peace with my conscience," he said. "[But] I wondered if I had made a mistake in putting a brake on his career.
"It happened to me as an employee, when I wanted to quit but my boss did not let me go - so I know what I’m talking about.
"I want to thank Nolan. He played a major role in getting us to Ligue 1. We wish him well, but we will put a clause [on his contract] to prevent him from playing against us in April."
Roux has scored four goals this season with Brest standing 11th in the table.