The Brazilian has been removed from his directorial role at the French champions but says he will always remember how he was able to bring one of the world's greatest footballers to the club from Barcelona.
Leonardo told L'Equipe newspaper of the Messi transfer: "We had thought about it a lot, yes. We had talked about it, but Messi had never thought too much about leaving Barcelona.
"It was the last moments before his arrival that were decisive. Afterwards, everything becomes a bit more normal but, you made Messi's only transfer in his career!
"Chronologically, there is Pele, Maradona, Messi. He is an Olympus. So when I take stock of my three years, I see a Champions League final, a semi-final, the 10th league title, seven national trophies and I signed Messi."
Leonardo suggested that the signings of both Messi and Zlatan Ibrahimovic back in 2012 were two of the big highlights from his time in the French capital.
He said: "There are two very significant moments for me, even if I don't like to pick out the best.
"The first is the signing, on the same day, of (Marco) Verratti and Ibrahimovic. It was no coincidence that a youngster from the Italian second division and a world football star arrived at the same time. The second is Messi. These are two huge dates."
It has been suggested that Leonardo has paid the price after PSG's repeated failure to win the Champions League but he says that this is not the case.
He explained: "It was the end of the season and maybe it was time to decide things for the future.
"Certain things which are said internally should stay that way. It's what I've experienced with the club. When the club wants to get rid of you, there's no nice way to say it's over."