Leonardo made an attempt to sign David Trezeguet from Juventus during his time as a director at Milan.
"Leonardo wanted David at Milan three years ago," the striker's agent Antonio Caliendo told Radio Kiss Kiss.
"Juventus, however, insisted that the player was not for sale."
The 1998 World Cup winner spent a decade in Turin before he was released in the summer of 2010.
In 320 games for the Old Lady across all competitions, Trezeguet netted a remarkable 171 goals in Bianconero.
The 33-year-old is currently a free agent after he rescinded his contract with Spanish club Hercules at the end of last season.
Leonardo later became Milan Coach before taking charge at city rivals Inter in December 2010.
He left the Nerazzurri this summer for a sporting director position at Paris SG.