Milan demolished sorry Juventus in Turin thanks to Alessandro Nesta and a Ronaldinho brace.
"It certainly was not easy, despite the scoreline. We were able to control Juventus better in the second half and took a while to get organised. They tried to force us to stay back and it worked for a while," said Leonardo.
"The most important thing was our intelligence in knowing how to wait and work out a new way round the other team's tactics.
"We were under pressure, but never allowed them any real scoring opportunities. It's normal that when you take the lead, you have more space and there was great work from [Marco] Borriello to hold up the ball, [David] Beckham and Ronaldinho to spread the play."
He added: "When things go well it is never for just one reason. We are in good shape and all together the players help each other.
"It's also true that we have enthusiasm and humility, so that allows us to stick together, understand what is needed in a match situation and push forward.
"I love seeing my players celebrate and that kind of atmosphere in a locker room is wonderful. That makes me happier than anything."