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The 31-year-old has joined the club on a two-and-half-year-deal, and in doing so ends a frustrating period at Villa Park.
The former England international completed his medical on Thursday and will meet his new teammates on Friday in training ahead of the Cardiff game.
Warnock moves to Leeds with plenty of experience at the highest level. He's made over 200 appearances in the Premier League after his time at Liverpool, Blackburn and Aston Villa.
Earlier this season Warnock moved to Bolton on loan and made 15 appearances in his three months.
Speaking on the club's official site, Neil Warnock said:
"I'm absolutely delighted again. Stephen has the experience I think we need in that position.
"He is a former international who, for whatever reason, has been allowed to leave Aston Villa.
"He's a player I've tried to sign a few times before and I'm pleased he turned down West Ham to come here."