Leonard, 22, had been evading law enforcement for allegedly shooting three people, including two former Auburn University football players, and wounding another three people during a party at the University Heights apartment complex in Auburn on the night of June 9.
Leonard turned himself in to the Montgomery Federal Courthouse at 7:57 p.m. Tuesday evening.
According to reports by Opelika-Auburn News, Denise Simmons accompanied Leonard to his appearance.
Simmons is part of the firm that includes Leonard's attorney, Susan James, who arranged for Leonard to turn himself in peacefully.
Leonard will not be allowed a bond because of the capital murder charges against him.
A press conference that occurred at 1 p.m. in Russell County with James sought to guide where the trial was headed.
James said she will request a preliminary hearing for Leonard soon.
James also said she will try to change the venue for Leonard's case.
"We need to get it out of Lee County," James said.