Odemwingie has signed a two-year contract and becomes the Bluebirds' eight signing of the summer.
He told Cardiff City Player: "I'm delighted to complete my move to Cardiff City. I'm looking forward to this fresh start at a club that is really going places, a team that's progressing fast.
"My father-in-law is a City fan and he's told me what a great club this is. I'm looking forward to meeting up with the boys and then start preparing for the trip to Hull after the international break.
"I've seen a little bit of the city and I know that my wife and I will really enjoy living in Cardiff. I can't wait to get started - this move makes me very happy."