O'Grady played 24 matches in total for Leicester, scoring 2 goals, 1 goal in the Championship in last seasons victory at Luton Town, and the other came in this seasons League Cup tie against Macclesfield Town. He has also spent time in League Two in his career during loan spells at Notts County and Rushden & Diamonds.
O'Grady has seen his chances limited this season, as he found himself battling with Iain Hume, Matt Fryatt, Elvis Hammond and recent signing Danny Cadamarteri for a first team place.