 Leslie led the Monaghan Militia in the 1890s and he allowed the Ulster Volunteer Force drill at the demesne in 1914.On 2 October 1884 in New York City, with disapproval from both families, Leslie married Leonie Blanche Jerome (1859–1943), daughter of the wealthy American financier Leonard Jerome and Clarissa (née Hall) Jerome.Leonie's sister was Jennie, wife of Lord Randolph Churchill and mother of Winston Churchill.