Leo is known for playing Detective Kay Howard in Homicide: Life on the Street from 1993–1997. She has also been a regular on All My Children and The Young Riders. In 2008, she played the lead in the film Frozen River, for which she garnered an Oscar nomination. Leo has a son with former boyfriend John Heard, named John Matthew Heard (born 1987). Heard can be seen in several episodes from the Law & Order franchise.