Gyrcion said:
Its been confirmed. He's a male. Fixing tags.

"Leo was part of a very talented family. His father was a world-famous spelunker, while his mother served as a G Corporation executive."

Also in the art book he's in the male section.

http://www.tekkenzaibatsu.com/tekken6/profile.php?id=leo

http://tekken.namco.com/characters/leo/

Stop spamming this on every single Leo pic. Kazuya knows her true gender, and identities her as such.