Leonay is a suburb of Sydney, in the state of New South Wales, Australia 58 kilometres west of the Sydney central business district, in the local government area of the City of Penrith. It is part of the Greater Western Sydney region.
Leonay is located on the western side of the Nepean River, at the foot of the Blue Mountains. The suburb is bounded by the M4 Motorway, the western railway line, and the Nepean River. One of Leonay's prominent features is the golf course which meanders through the suburb.