Arguing in Cardiff for a Remain vote, Leanne Wood did not think her side had lost but said: "It's close".
She was speaking alongside ex-Scottish First Minister Alex Salmond, who said the positive case for the EU had been missing from the campaign.
But Commons leader Chris Grayling, in Caerphilly, said the Brexit case was an "overwhelmingly positive one".
He was campaigning in the south Wales valleys for a Leave vote alongside Welsh Conservative leader Andrew RT Davies, Monmouth Tory MP David Davies, and UKIP AMs Nathan Gill and Mark Reckless.
The two sides have been stepping up their campaigns with just one week to go before the UK's in-out referendum on 23 June.
Talking to BBC Wales in Cardiff city centre on Thursday, Mr Salmond agreed the vote was close, describing it as "nip and tuck".
"There's going to be a strong remain vote in Scotland as in Northern Ireland," he said.
"I'm hoping for a Remain vote in Wales to make it a Celtic triple, as it were.
"It's on a knife edge in England."
Mr Salmond predicted a "surge of European enthusiasm" as "you go deep into the European football championships".
"What the campaign has been missing has been the positive aspect of Europe," he said.
Claiming the EU had been a force for peace and prosperity, Mr Salmond urged voters not to "jeopardise what we've built over 60 years".
Asked if she had been taken aback by the strength of the Leave campaign in Wales, Ms Wood said: "Yes, I have."
"I've been quite surprised by how so many people have been able to be persuaded around this question of fear of immigration.
"We've got a week now to try to persuade as many people as possible that it is in Wales' best interests to Remain as a part of the European Union," she added.
Earlier, Ms Wood said politicians in Wales wanting the UK to stay in the EU had failed to organise a "proper, decent campaign".
She told BBC Radio Wales the assembly election in May had "dominated all of us in Wales on the political scene".
"The timing of this referendum was a bit of a disaster from a Welsh perspective," she said.
"It's been very difficult and challenging."
Mr Grayling and his fellow Brexit vote campaigners gatherer around the Tommy Cooper statue in Caerphilly on Thursday, with drivers tooting their horns as they drove past.
"This is a battle between those who don't like the European Union and say we should definitely leave, and those who don't like the European Union but say 'oh well, we should stay'," he said.
"I have to say there is little support for the EU anywhere in the United Kingdom."
Mr Grayling added: "I know how tough it is in parts of the valleys - I've been here many times before.
"I've seen some of the challenges in and around this area.
"I've spoken to some of the people who face the consequences of migration into this area."
Mr Gill, UKIP Wales' leader, said that Leave had the momentum.
"There is something in the air. We've felt it for about the last two weeks now."
He said: "People are positive, they are expressing their views openly."
Asked if the event felt like a victory rally, Mr Gill said: "It almost did, didn't it?
"The reality is that until we see those numbers and we know that we've won we can't take if for granted."
The leader of Plaid Cymru has said she has been taken aback by the strength of the campaign in Wales to leave the EU.