Milan goalkeeper Christian Abbiati claims Leonardo disappointed the club by accepting the job to coach Inter in December.
Leonardo had spent 13 years at Milan as a player, director and tactician, but left at the end of last season after a fall out with Silvio Berlusconi.
Still, no one expected the former Brazil international to join rivals Inter and he is expected to get a warm reception in Saturday's eagerly anticipated Derby della Madonnina.
Speaking to Sky Italia, Abbiati said: "The fact that when he left he made us understand that he wouldn't be coaching the following year left me perplexed.
"I think his passage to Inter has disappointed many Milan fans. Some of my teammates were also hurt by the decision."
Think you know your Italian football? Share your knowledge, tips and comments to win cash prizes in OLBG's tipster competition  - £5,000 monthly.