Although seen as something of a left-field appointment by new Elland Road supremo Massimo Cellino, Hockaday has been outlining his experience.
"I'm a very experienced coach and obviously 20 years a player," he told the official Leeds United website. The Whites are scheduled to come to the City Ground just before Christmas.
Millwall, meanwhile, have taken a chance on Halifax Town striker Lee Gregory after he netted 31 goals for the Shaymen last season. He has signed a three-year contract with Ian Holloway's side with Lions boss Holloway comparing him to former Forest forward Neil Harris.