The 37-year old, who has played with Arsenal, Manchester City and Blackburn Rovers among others, left the Foxes by mutual consent last week and is hoping to continue his career with Leeds on loan as confirmed by manager Simon Grayson.
"Paul came in on Monday and he's going to train with us for a couple of days," Grayson told the club's official website.
"I've known Paul a long time and he was with me at Blackpool. We'll see how things go."
Dickov has already played under Grayson when he was at the helm at Blackpool in 2008.