Leonardo is confident that Inter can win more silverware this season as his side are still improving.
Inter currently lie second in Serie A with five points separating the champions from League leaders Milan.
Speaking ahead of Friday's clash with Brescia, he said: "All the great teams start out to win everything. Inter have done it recently, but also the other great teams have tried too.
"That said we must think on a game-by-game basis. Few teams manage to do things with intensity and massacre their opponents for a full 90 minutes because there aren't opponents who are worth zero.
"Not even Barcelona manage to maintain a certain consistency over 90 minutes. It's happened to us that we start well, are then pegged back and vice versa.
"Anyway the approach of the game is important and against Genoa we played the best second half since I arrived here. We aren't looking at what Milan are doing to understand what we need to do.
"There are several teams ahead of us and we are going down our path, thinking about Brescia. We'll concentrate on the Champions League from Saturday."