Sheffield Wednesday have released Paul Heffernan in a mutual agreement between the striker and the Owls management.
The 29-year-old arrived at Hillsborough last summer following his release from Doncaster.
He made 23 appearances in all competitions for the Owls, scoring three goals.
A club statement said: "The club would like to thank Paul for his services and wish him well for the future."
SPL club Kilmarnock later confirmed the signing of Heffernan on a three-year-deal.