Fury, who won two caps as a replacement on Wales' tour to South Africa in 2008, worked with Wales defence coach Shaun Edwards at Wasps, where he joined the Academy in 2004.
He went out on loan to London Welsh in 2006 and joined London Irish in 2008 before returning to Adams Park last season. He heads to Leeds to replace former England scrum half Andy Gomarsall, who has retired.
"I have some fantastic memories from my time at Wasps but I felt I needed a fresh challenge and asked for a release from the final year of my contract. I am grateful to them for allowing me the chance to explore my options and I was delighted to speak to Andy Key and Neil Back about their plans for Leeds Carnegie," said Fury..
"Leeds did the double over Wasps last season, so I have seen first hand how strong the squad is here. Scott Mathie did a great job last season for Leeds plus we have got two outstanding young prospects in Alex Black and Dan White who will also be pushing to be in the first team.
"I have had problems with injuries earlier in my career which has frustrated my progress but I feel the move to a new club and a new environment is just what I need at this stage of my career."
Fury made 17 appearances for Wasps in two spells at the club either side of his season at London Irish. Leeds' Director of Rugby, Andy Key, believes his new signing has huge potential.
"Warren is an experienced player in the Premiership and has also played in the international arena. He brings a consistent approach to his game, which will suit our style of play," said Key.
"He will put pressure on Scott Mathie for the No9 shirt next season. We were approached by a number of agents representing scrum halves however we felt that Warren best fitted in our game plan and we are delighted that he has agreed to join Leeds Carnegie."
Fury could now form an all-Welsh half-back pairing at Headingley where he will be hoping to link with former Scarlets outside half Ceirion Thomas,.