Midfielder Lilian Nalis punished poor marking at a corner by slamming the Foxes into the lead from close range.
Leeds' misery was compounded when Gary Kelly headed through his own goal in attempting to clear.
David Healy had Leeds best chance early on with an opportunity to fire them ahead but his close-range header was saved by keeper Stuart Taylor.
Leicester boss Craig Levein
"To come to Leeds and win was a good performance and the players are thrilled with the way the game panned out.
"I am not naive enough to believe we will necessarily carry that into our next game but I was pleased with the way the defenders dealt with Brian Deane.
"You know you have a fight on your hands when you face someone like him."
Leeds: Sullivan, Kelly, Carlisle (Joachim 77), Butler,
Kilgallon (McMaster 83), Wright, Gregan, Walton,
Oster (Richardson 66), Deane, Healy.
Subs Not Used: Carson, Spring.
Leicester: Taylor, Makin, Dublin, Dabizas, Stewart,
Gillespie (Blake 84), Gemmill (Williams 89), Gudjonsson, Nalis,
Scowcroft, Connolly (Morris 80).
Subs Not Used: Heath, Dawson.
Goals: Nalis 48, Kelly 78 og.
Ref: U Rennie (S Yorkshire).