Pickford, who turned 21 on Saturday, will return to the Premier League side with immediate effect, meaning he won't be available to Phil Parkinson's men for their trip to Coventry City in Sky Bet League 1 this Tuesday (10 March 2015).
The young goalkeeper has started all of the Bantams' league fixtures so far this season, keeping nine clean sheets in the process.
Speaking about Pickford's departure, Parkinson said: "We are obviously disappointed to lose Jordan but we always knew that there was the possibility of him being recalled at some point.
"Jordan has been brilliant for us since coming to the club and he has been a pleasure to work with.
"We'd like to thank him for all his efforts throughout this season and wish him all the very best for the future."