Reports in Italy suggest the Brazilian may be on his way out and that former Nerazzurri coach Jose Mourinho could leave his post at Real Madrid and return to the Inter helm.
The Portuguese guided Inter to a Serie A, Champions League and Coppa Italia treble last season before joining the Spanish giants.
"I am not worried about these rumours," Leonardo said. "I'm not thinking about the future. I live in the present.
"I don't even think about these things.
"I have an open rapport with the club president (Massimo Moratti).
"He knows me, knows what I think and the only thing that interests me is to find a solution so that the team wins."
Leonardo coached AC Milan last season but parted ways with the Rossoneri, only to come back to Italy from Brazil to replace Rafael Benitez when he was sacked by Inter earlier this year.
He enjoyed a strong start but his squad have endured a difficult spell in recent weeks, with their Champions League title defence ended by Schalke and city rivals Milan strengthening their grip on top spot in Serie A.
Inter did beat Roma 1-0 last night in the first leg of their Coppa Italia semi-final at the Stadio Olimpico, though.
"It was important to halt the negative run of results," Leonardo said.
"It wasn't easy, especially after our Champions League elimination.
"But against Roma we showed maturity and we took an important result - something that is not easy to do in Rome.
"Now we must continue to win.
"We still have five league games and the Coppa Italia and we need to remain lucid and calm."
Inter have lost two of their last three league games and host Lazio on Saturday trailing Milan by eight points with five games remaining.