Lesay was born in Trnava on June 8, 1980. After finishing his secondary school studies at Ján Hollý Grammar School in Trnava, he read Political Science at the University of Trnava (2000–2005) and Political Economy at the Central European University in Budapest (2005–2006). He earned his Doctorate in Economics at the Slovak Academy of Sciences (2010). He has completed several study and research visits at universities across Europe, for example at the Umeå University in Sweden (2004) and at the Vienna University of Economics and Business (2009).
