Benitez was sacked in December after failing to build on the success of his predecessor Jose Mourinho and Holland playmaker Sneijder believes morale at the club has improved as a result.
He told AD Sportwereld: "I feel better now, more comfortable in my own skin on the field.
"And I would be lying if I said the change in coach had nothing to do with it.
"The new coach, Leonardo, works much more like Mourinho. Everyone feels a lot better with him."
Results have also improved under Leonardo with Inter moving to within five points of Serie A leaders AC Milan with a game in hand.