Canada lead Team GB 2-0 after 45 minutes of Olympic quarter-final action at the City of Coventry Stadium.
It was Team GB who enjoyed the better of the possession in the early stages, but it took until seven minutes for the first attempt of the match to emerge.
Canada, who improved after a slow opening, took the lead after 12 minutes when Filigno whipped a fine half-volley into the top corner.
Team GB came close to a response after 18 minutes when Jill Scott curled an effort from outside the box, but McLeod was always comfortable in gathering the ball.
Team GB so nearly levelled after 24 minutes when Alex Scott found the head of Karen Carney in the area, but she just headed over the bar.
It was 2-0 to Canada moments later, however, when Christine Sinclair curled a free kick into the corner of the net.
Ellen White came the closest for Team GB in the latter stages of the half, but her effort was deflected behind.