Amazingly, all five goals were scored in the first-half, with Klaas-Jan Huntelaar getting on the scoresheet for the Rossoneri.
"It is one of the games I suffered the most in," sighed Leonardo. "Generally I tend to be more relaxed on the touchline. It was a struggle, though we played an extraordinary first half.
"We needed courage to face it this way with that trident attack. The system was a little forced, but we managed to handle it well for the first 45 minutes."
The top three all won this afternoon, so the situation remains static in the Scudetto race.
"We have always maintained the same attitude, that there are now six rounds left and we are still close by. I'm happy with our performance today and that is what gives us the opportunity to do something incredible.
"We have been able to play quite a few games at this level. That's what Milan are like.
"I won't talk about the defence, as the attack is more important right now. This is our philosophy, to go forward and create danger."