Just four days ago, Heckingbottom signed a rolling contract extension at Barnsley following his initial 2016 appointment, but the ex-Darlington player swiftly made a change and has now penned a deal until 2019 with Leeds.
During his time in charge of Barnsley, Heckingbottom guided the team to Football League Trophy glory and promotion to the Championship via the playoffs.
After Leeds confirmed the coach's appointment, the Tykes released a statement saying: "The club are shocked at Paul Heckingbottom's desire to leave, having agreed a new contract with Barnsley Football Club last week following the completion of the January transfer window, where the Board of Directors worked tirelessly along with Paul to secure their targets, resulting in a successful window. This left the club optimistic in a turnaround in form and a strong end to the 2017/18 campaign as we battle to retain our position in the league."
Chief executive Gauthier Ganaye added: "Yes, it was unexpected. Yes, it has come during an already complicated period. Yes, it will make things more difficult short term, but our club is full of resources and it is certainly not dependent on one man alone.
"I'm asking everyone from the players, employees and our loyal fans to come together as we have an important game on Saturday."
Heckingbottom's first Leeds game will be Saturday's Yorkshire derby against Sheffield United at Bramall Lane.