Leigh was a student of Valrene Tweedie from the age of 11 attaining all Cecchetti grades through to Intermediate (Advanced 1) before training at the Australian Ballet School and later graduated to the Australian Ballet. In his final year with the ballet company he was awarded the first Churchill Scholarship for the Performing Arts, which he completed at the Juilliard School of Music, New York.
Leigh's distinguished performing career included stints with Ballet Rambert, the Netherlands Dance Theatre and Nureyev and Friends. In 1993 Leigh formed his own company, Leigh Warren & Dancers. The company has performed for audiences in Holland, Singapore, London, Indonesia, Korea and all states of Australia.
ABC TV has filmed a number of Leigh's works, Lure (1994), Shimmer and Tehillium (1999), and in 2000 Leigh was choreographic adviser for Spectre de la Rose in Paul Cox's film The Diaries of Valslav Nijinsky.
Leigh and his company have received numerous awards, including the inaugural Adelaide Critics Circle award, 3 Australian Dance awards, the Sidney Myer Performing Arts Award and 3 Green Room Awards. The 2001 Melbourne Festival commissioned Leigh to produce a work in co-operation with William Forsythe, Artistic Director of Frankfurt Ballet. The resulting work, Quick Brown Fox, premiered at the 2001 festival in a sold-out season.
In 2002 he directed his first opera, Akhnaten, a co-production between State Opera of South Australia and Leigh Warren & Dancers. Both the premiere season and the subsequent season at the 2003 Melbourne Festival were sold out weeks before opening night.