With All The Turtles: Leo is both the oldest and the leader of the TMNT. Leo tends to act bossy, but still is fair to all his siblings. Leo sometimes gets into fights with them, mostly Raph, but tries to keep the peace for the family's sake. Though he barely fights with them, Leo can get annoyed with Mikey's lack of maturity and Donnie when he acts like a know-it-all; Leo can really get frustrated with Raph for his temper and when he questions him as a leader. His brothers hate it when he gets bossy or when he copies quotes or something related to his favorite show "Space Heroes." Despite everything, Leo loves his brothers as much as they love him, and as the oldest he tries to guide and protect them from any potential threat. He often tries to be there for them whenever he can.
Raphael: Leo is the leader and Raph disagrees with that. Raph does not really like the idea of Leo being the leader and always questions his leadership. They also fight the most out of the brothers and are always getting into arguments. You could call them "friendly rivals". Raph, however, thinks he's a better fighter than Leo, and that he deserves to be the leader. Raph is also Leo's younger brother, so he is still protective over him, and Raph can be protective of Leo, but not as much as he is with Donnie and Mikey. Leo is seen to yell Raph's name every time he's hurt. Leo has a hard time insulting Raph because he loves him so much. As of I, Monster and/or New Girl In Town, it seems like Raph is more accepting and open to Leo's leadership. He also admits that he needs him. Leo even agreed with Raph that they were the strongest fighters. Despite all the sibling rivalry, they seem to be very close, they love each other no matter what, and will watch each others back. When Raph thought Leo was killed in the season 1 finale, he expressed remorse over giving him a hard time, but was relieved to see he was alright.
Donatello: Leo and Donnie get along very well, but just like his other brothers, Leo will be annoyed by Donnie's constant smarts, such as the time where Raph hits Donnie for doing so and Leo points out his satisfaction. Despite that Leo really respects Donnie for his intelligence and inventions, while Donnie respects Leo as a leader. They rarely ever argue, but in The Gauntlet, Leo was yelling at him for not expecting a very complicated mutagen bomb. He even was angry that Donnie took off to fight the Kraang in Rise of the Turtles. He even got annoyed at him for teasing him about Karai. Leo, along with Raph, didn't really see Donnie or Mikey, as strong fighters in Mousers Attack! and would constantly get in their way in the battle against the Purple Dragons, call them the B-team, and even made them go after the phone while him and Raph went after the Mousers; something he regretted in the end. When Donnie and Mikey proved their strength, Leo and Raph found new found respect for them thus reconciled their relationship. They seem to be pretty close as brothers. Leo loves Donnie as much as his other brothers and will do anything to protect him.
Michelangelo: Mikey is Leo's youngest brother, and although he is annoyed by Mikey's annoying personality at times, it is shown that Leo is mostly protective over Mikey and he doesn't get annoyed by him like the other two does. Like in Panic In The Sewers where they team up to stop the tanker and Leo tackles Mikey quickly after throwing the water balloon to safety. Although they don't spend much time personally, they both care about each other a lot. In New Girl In Town, when Leo comes home with red eyes and Mikey thought he's been crying, he immediately went over to give his leader a comforting hug. Instead of pushing him away like the other two most probably would, Leo just lifts him up and set him down away from him. When Mikey was kidnapped by Dogpound, as Chris Bradford, in New Friend, Old Enemy, he pat him on the head as a sign of relief that his baby brother was okay when they rescued him. Leo seems to be as protective of Mikey as he is with his brothers, even going along with Raph's threat on Leatherhead, if he harmed Mikey. He, along with Raph and Donnie, were even angry that Baxter Stockman, when he swung Mikey around by his Kusarigama chain, and was even worried when the crazed scientist knocked Mikey back hard. Leo, along with Raph, didn't really see Mikey, or Donnie, as a strong fighter in Mousers Attack and would constantly get in their way in the battle against the purple dragons, call them the B-team, and even made them go after the phone while him and Raph went after the Mousers; something he regretted in the end. When Mikey and Donnie proved their strength, Leo and Raph found new found respect for them thus reconciled their relationship. Leo doesn't really seem to trust Mikey too much as a partner as seen in The Gauntlet, where he didn't want to work with him, due to him being annoying and accident prone, but none the less worked well with him in Panic in the Sewers. The only time Leo has gotten really aggressive with Mikey was when he used Leo's favorite comic book as toilet paper in "Parasitica". Leo seems to act more like a parental figure towards Mikey and also seems to be able to give into Mikey easier when he gives him the puppy-dog eyes. In Showdown, Kraang Prime was going to kill/hurt Mikey and then Leo stopped Kraang Prime by saying, "GET AWAY FROM MY BROTHER!".
Master Splinter: Leo is a teacher's pet, and craves Master Splinter's approval, attention, and appreciation. They are like Father and Son, and of course, Master Splinter taught Leo everything he knows about ninjitsu. Leo gets along with Splinter the most out of all the characters, and fails to find a compatible reason for getting out of a certain punishment. Splinter also finds Leo a bit overconfident as a leader at times, and so his wisdom doesn't exactly reach through Leo until he realizes it. Splinter see's Leo as an excellent student and leader, but wishes Leo would trust himself and not try to act like Captain Ryan from "Space Heroes." When his father was under control of the Rat King, Leo was the one who got him to snap out of it, reminding him who he was and called him father, even giving Splinter a hug when he was back to normal in I, Monster. Like with the other Turtles, Splinter is very protective of Leo.
April O'Neil: April and Leo are good friends, and Leo is very determined to save April's father. Leo along with his family were against her going to spy on the Kraang, showing he's protective of her. He and Donnie seem to interact the most with her out of all the turtles. Leo see's April as a sister and acts respectful and gentleman like around her, as she is a lady. Also, after meeting Karai, he went over to her place to talk to April about it. She went berserk after Leo mentioned how she's in the Foot Clan by slapping him with her magazine while yelling and tried to warn him. Leo cares a lot about April and is willing to help her out of trouble or help her with things such as get her phone back in Mousers Attack.
Shredder: They are enemies, obviously. Leo first saw him in The Gauntlet and fought against him alongside his little brothers. Leo hates Shredder for the things he's done to his master, trying to kill him and his brothers, and would do anything to defeat him.
Karai: He had and likely still does have a crush on her. It is kind of the star-crossed lovers scenario. He thought that she could be good and that she understood honor. Much like Batman and Catwoman. However this proves to be a problem, for because they work for two different people with different morals, who are enemies, their own morals tend to clash and don't see eye to eye. Leo was also shocked that Karai was Shredder's Daughter. He was even heartbroken when he failed to get her on his side in Enemy of My Enemy. Karai is Leo's rival. In the episode Follow the leader Leo learns that Karai is his long lost sister.
Casey Jones: Unknown relationship.