The Fire have gotten off to their worst start in history with one draw from four matches, scoring just once, and conceding on nine occasions.
However, Leon is fully behind Klopas notwithstanding the Fire's poor start to the campaign.
"I strongly believe in having a coach - and I think the ownership feels that way too - that has so much invested in the city," Leon said.
"Believe me, nobody feels worse than Frank in terms of the results thus far. He has so much invested in the city, and he has so much invested in the team, being part of the team, having the history that he had. From that standpoint, clearly he's focused on making the right adjustments in order to get us on the right path."
Leon added: "We feel very good about the roster. We're four games into the season. We're not going sort of crazy thinking, 'Oh my God, we have to make changes.'"