PSG have made a slow start to their season, drawing their first two games despite spending over £100m on new players during this summer's transfer window.
Leonardo has made no secret of the expectations that come with playing for the club, and stressed the importance of success to all his players.
"This team must start every game to win. The obligation to win is part of our DNA," he told L'Equipe.
"We're here to win, not for fun or for pictures. If a PSG player is not aware of that, they will not be here. I'm not here to be loved by the players. I work for the club."
PSG will look to pick up their first win of the season on Sunday when they face Bordeaux.