The son of the cricketer and politician Sir Joseph Leese, he was born at Kensington in February 1870. He was educated at Winchester College, where he played for the cricket eleven. From Winchester he went up to Trinity Hall, Cambridge. While studying at Cambridge, he made his debut in first-class cricket for the Marylebone Cricket Club (MCC) against Cambridge University Cricket Club at Fenner's in May 1892. He followed this up a few days later by appearing for Cambridge University against Yorkshire, in what was his only first-class appearance for the university. He later played first-class cricket for the MCC on five occasions between 1895 and 1897. His seven first-class matches yielded him 171 runs with a highest score of 44. As a cricketer, he was described by Wisden as "a good and free hitter, could bowl slows, and fielded well, though in no particular place".
