But despite a disappointing start to the campaign in terms of results, the 30-year-old - who joined from Zebre in the summer - insists Ospreys are on the right track.
"There was a big improvement in our performance from the previous weekend, there was plenty of effort out there, it was just a few little things in the last 20 minutes that kept them in the game," said Leonard.
"That gave them a sniff, we failed to finish off the job and they struck when they had the opportunity to steal it. It's really disappointing.
"We've got to keep working hard to make sure we keep improving. Like I said, it was a big improvement on Sunday but it's still not good enough. We'll keep looking forward, striving to get better."
With back-to-back away games coming up against Edinburgh and Treviso, after a three-week lay-off due to the Rugby World Cup, Leonard has backed his young team-mates to deliver.
"There's a lot of talk about it being a young team, and I guess that's right, but we can't use it as an excuse," he added.
"The young boys in the squad really stepped up and it wouldn't be fair to them to hide behind youth as an excuse for losing as it wouldn't do justice to some of the performances we saw out there."
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