The 30-year-old midfielder has left The Foxes after three years at the club, having made 109 appearances and helping them win the Championship in 2024.
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It comes after Winks was spotted arriving in Italy to complete his medical with Cagliari on Monday, and has now been officially confirmed via the Leicester City club website.
The former Tottenham man leaves the club after Leicester City's disastrous 2025/26 campaign which saw them relegated to League One.
A statement from the club read: "We wish Harry well in the next part of his career."