Dickov's contract with the Foxes was cancelled by mutual consent last week, allowing the 37-year-old to join another club outside of the transfer window.
He has previously played under Simon Grayson during a loan spell at Blackpool.
"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."
The former Scotland international scored six goals in 11 appearances under Grayson at Blackpool in 2008 and could secure a short-term deal at Elland Road after spending the first half of this season on loan at Derby County.