Milito insists the squad is united behind their new coach.
Asked how Inter will play under Leonardo, the Argentine said: "You'll have to ask him.
"He has certainly been clear. We all have the same chances. He will make the decisions.
"We are happy and training well. We hope to win already this Thursday against Napoli.
"The success in the Club World Cup has given us an added motivation to face what awaits us.
"First there is Napoli, but we will try to give our best and win all the other upcoming games.
"We need victories to close the gap at the top of the table.
"An important month awaits us. We must soon find the victories that we need to fight for the Scudetto and to do well in other competitions."