One of four children born to a Dominican mother, and a Greek Cypriot father, Leonidas is not the only thespian in the family — her brother Dimitri Leonidas and sister Georgina Leonidas are also actors, whilst her older sister Helen is a teacher.

Leonidas started acting in community theatre when she was eight; at nine she acquired an agent and began to work in television.

Notable credits include the television drama Daddy's Girl and the soap opera Night and Day. More recently she has starred in Neil Gaiman's MirrorMask in the dual roles of Helena and the Dark Princess, and a BBC adaptation of Dracula, as well as Crusade in Jeans. Her theatrical roles have included Adela in a production of Lorca's The House of Bernarda Alba at Coventry's Belgrade Theatre, and Dani in The Sugar Syndrome, staged at the Royal Court Theatre Upstairs, London, in 2003. In this latter production, she was said to have given a performance "way beyond her years," by reviewer Lizzie Loveridge.

In addition to acting, Leonidas has been singing for several years. She lists Hip Hop, R&B and pop music as her musical preferences. Her vocals were used on the soundtrack of the film Dirty Dancing: Havana Nights.