The Nigerian, who moved to the capital club on transfer deadline day, signed a two-year deal for a fee of £2.25m after leaving West Bromwich Albion.
The 32-year-old says that he is delighted to have completed a switch to South Wales.
"I'm delighted to complete my move to Cardiff City," Odemwingie told the club's official website. "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."
Odemwingie nearly left The Hawthorns in January but a move to Queens Park Rangers fell through.