The 35-year-old made a surprise exit from the Rugby Park club on transfer deadline day.
Lafferty recently returned from a 10-game ban imposed by the Scottish FA for making a sectarian comment on a night out in September last year.
The former Rangers and Hearts attacker was later followed out of the club by attacker Oli Shaw, who was sold to Barnsley for an undisclosed fee, leaving Killie short of attacking options.
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