Why does a pole at high frequencies attenuates noise?
But, if I plot the Bode plot of this transfer function I see that it
  behaves as a lead compensator, which could have the problem of
  amplifying noise at high frequencies.


A single pole at high frequencies is basically a 1st order low pass filter so, beyond a certain frequency noise doesn't get amplified any more. You don't obtain noise attenuation - the noise just levels out at a constant amplitude. 


  Can somebody please explain me why does a pole at high frequencies
  attenuates noise?


However, if you use a 2nd order low pass filter (operating with conjugate or double poles at those high frequencies) you will get noise attenuation.