It was understood that the striker had been undergoing a medical in South Wales ahead of a reported £2.5million move from West Brom after his spell in the midlands turned sour.
And 45 minutes after the transfer window had officially closed, the Nigerian Tweeted: "Absolutely delighted to be joining Cardiff City FC ! Can't wait to hear the famous Cardiff fans roar ! I promise GOALS !!!"
The 32-year-old, who was also reportedly on Swansea's radar during the summer transfer window, has not been training with the Baggies this season after falling out of favour at The Hawthorns.
Odemwingie hit the headlines in January after driving to QPR on deadline day to close a deal, but the move fell apart as West Brom refused to accept their bid.
He told BBC Sport: "It's a fresh start, a whole new beginning.
"I've joined a club with a strong determination to achieve their goals.
"Cardiff City showed great intent to bring me here. I have to thank the manager and everyone involved in making this transfer happen.
"There are talented and dedicated players in the team, everyone is moving in the right direction and I also want to make a strong contribution as well."
Odemwingie signed for the Baggies from Lokomotiv Moscow for an undisclosed fee in 2010 and has scored 30 goals in 87 games for the Barclays Premier League club before his stunt earlier this year meant his days with Steve Clarke's side were numbered.
The Nigerian will become Malky Mackay's eighth summer signing for the Bluebirds' maiden Premier League campaign as he joins Andreas Cornelius, John Brayford, Simon Moore, Steven Caulker, Gary Medel, Maximiliano Amondarain and Kevin Theophile-Catherine at the Cardiff City Stadium.