The 34-year old goalkeeper will head to Elland Road to reunite with former Râ€™s boss Neil Warnock after signing a three-year deal.
Kenny admits it will be tough to leave Loftus Road but is looking forward to a new challenge in the Championship.
"It's been an incredible two years. Winning promotion to the Premier League here is an experience that I'll never forget - as was the rollercoaster ride of avoiding relegation last season.
"Everything is now in place for QPR to kick on and become an established Premier League club - and I really do hope that will eventually be the case. Hopefully I'll be back at Loftus Road as a Premier League player with Leeds United in the very near future."