The 29-year-old Lithuania international, who has signed a deal until the end of the season, could make his debut for the club in Saturday's home league game against Yeovil.
"Of course I'm excited to be joining Leeds United," the former Hearts skipper told Leeds' official website. "Now I am looking forward to trying to get in the first team.
"Everyone here is stronger and faster than in Scotland, so it is more fun.
"My aim is to get in the first team and play a lot of games. I'm not looking too far into the future though.
"I am happy that I have signed and I am going to do my best."
Zaliukas arrived at Hearts from FBK Kaunus in the summer of 2006 and made over 200 appearances for the Scottish Premier League side before his release at the end of last season.
He reportedly turned down offers from Rangers and QPR in favour of a short-term deal at Elland Road.