Walter Leslie was born to a prominent Scottish noble family from the Clan Leslie. His father William was the 10th Baron of Balquhain and his mother Joan was a daughter of John Baron of Gogar. In 1647, he married Anna Francesca von Dietrichstein, daughter of Count Maximilian von Dietrichstein. They had no children. He was succeeded by his nephew, Count James Leslie, who continued the Leslie line at the family castle, Nové Město nad Metují.