"We have had our eye on Matthew for a number of games and have watched a number of Leeds' pre-season matches where he has figured for their first team," Roeder told the club's official website.
"We are confident that if we use Matthew in our first team he will be up to the job and Peter Reid, who rates him highly, was happy for him to come to us for three months.
"He wasn't happy for him to go on loan for the whole year in the manner that we have been able to secure Neil Mellor, though we would have liked him for the full season.
"He is a left footed player and we have been looking at bringing in one for some time to the defence; we beat off competition from several clubs, and we need cover for Ian Pearce, Tomas Repka, and Christian Dailly.
"We are sure that when he is called upon he will be able to play First Division football."
19 year-old Kilgallon has made three senior appearances for The Whites, including his Premiership debut, ironically enough, against West Ham last February.
Regarding Pennant, who linked up with Leeds yesterday, Roeder added: "He is a young player with a big future. We would have liked him in our squad.
"But because Premiership clubs can loan to each other now it has not helped and if a young man can go to another Premiership side to gain a first team place, he will do that first."