The Sheffield-born midfielder had a two-year offer on the table from The O's, but opted to chance his arm at performing at a higher level.
Newey's decision to undertake a week's trial at Loftus Road, rather than sign for the Brisbane Road side, has left manager Paul Brush in shock.
"I'm amazed that in the current financial climate he could turn down a tremendous two-year contract for a week's trial at QPR just because it's a higher division," said Brush.
"It's disappointing, but I suppose the longer it went on without a call the less chance we had. When the phone didn't ring on Thursday or Friday I didn't think it looked good.
"But this will give some of the other trialists like Kalam Mooniaruck and Robert Kember a greater chance if they can prove they can play on the left as well as the right."