Brophy signed a pre-contract deal with the Buddies earlier this week, prompting Killie boss Alex Dyer to warn the Scotland striker not to expect to play for his club again.
A solution has quickly been found with the 24-year-old joining on loan ahead of signing a three-year deal in the summer.
The former Hamilton striker could now make his debut for Jim Goodwin’s team against Motherwell in Saturday’s Scottish Premiership clash.
Brophy told St Mirren’s website: “I’m absolutely delighted. When I spoke to the gaffer I felt this was the right place for me. I was fortunate enough to have a number of options but this was the one that felt right for me.
“I’ve watched the team a number of times this season and I like the way they play and I think it will suit me.
“Hopefully I can help bring goals to the team and help the team win as many games as possible.”
St Mirren thanked Kilmarnock for their “professionalism” during this process.
Brophy has been joined at the SMISA Stadium by 29-year-old German striker Collin Quaner, who has signed a deal until the end of the season.
Quaner spent three and a half seasons with Huddersfield before leaving the Yorkshire club last summer.
Goodwin said: “Collin is a striker who has played at a high level in Germany with Union Berlin. Huddersfield bought him from there and he played a number of games in the English Premier League.
“He comes with a real good pedigree and we’re really excited to see about what Collin can bring to the team.
“He’s six foot three, a really good athlete with a great turn of pace. He’s been training with Schalke for the last couple of months and he’s been looking after himself. We’re very lucky to get him.”
Meanwhile, Killie have handed striker Danny Whitehall a new six-month contract after the Englishman netted in each of their last two games.
“I think Danny deserves a new contract,” Dyer told his club’s official website.
“He’s taken a little while to settle down but it looks like he can put the ball in the back of the net, which is the most important thing as a striker and he’s done that in the last few games.”