The Blades’ lengthy pursuit of the 25-year-old was completed on Tuesday as Leonard put pen to paper on a three-and-a-half year contract at Bramall Lane and United boss Chris Wilder was pleased to finally get his target.
“It is no secret that we have chased the signature of Ryan for some time,” Wilder told his club’s official website.
“We wanted him in the summer but that was not possible so we have been patient, continued to monitor his progress and we are delighted that this has been completed early in this window.
“We want to add quality to our ranks and Ryan fits that criteria. There is quality available, including in League One, and we hope he will prove to be a great acquisition for us.”
Leonard spent six-and-a-half years with Southend, making 265 appearances and scoring 27 goals.
Watford boss Javi Gracia does not think Abdoulaye Doucoure's form will be affected by his omission from France's latest squad.