On the outbreak of the First World War, he was sent to France on the Union-Castle steamer SS "Braemar Castle" in September 1914. He kept a personal diary of his experiences. In 1916, Leone was seconded to serve as brigade major in the 3rd Australian Infantry Brigade of the 1st Australian Division after it was redeployed from Gallipoli to the Somme. He died on active service on 20 February 1917 from double pneumonia. He is buried in the communal war cemetery in Dernancourt near Albert.