 Leslie survived his older sister, the author Anita Leslie (Anita Theodosia Moira Rodzianko King) and his younger brother, Desmond Arthur Peter Leslie.The immediate line of succession for the baronetcy are nephew Shaun (1) and nephew Mark (2).He was a first cousin once removed of former British Prime Minister Sir Winston Churchill as his paternal grandmother, Leonie Jerome, and Churchill's mother, Lady Randolph Churchill (born Jennie Jerome), were sisters - the daughters of American financier Leonard Jerome.