The former Inter and AC Milan coach also admitted the French champion attempted to sign Juventus star Paul Pogba during his two-year spell in Ligue 1.
Despite failing to sign the star pair, Leonardo believes he left PSG with a squad that is unrivaled by anyone else in Europe.
"Pogba is at the level to play for PSG, of course," he told Telefoot. "We thought of him and thought he would be a great investment because he is one of the best midfielders in the world. We also thought of signing Ronaldo. I did everything within the written laws to try to get him to Paris but it was impossible to make him leave Real Madrid.
"There is no other team that has the squad of the Paris Saint-Germain. No other team has such offensive force. The squad has Salvatore Sirigu, Thiago Silva, Thiago Motta, Zlatan Ibrahmovic and then came Edinson Cavani. We wanted this strong central spine. The team is ready for now and for the future.”
Despite having made Ronaldo one of his top signing targets, Leonardo said he is backing Bayern Munich star Franck Ribery to win this year’s Ballon d’Or award.
"Ronaldo, Messi and Ribery are the type of players who make you dream," the Brazilian added. "I prefer Ribery for the Ballon d'Or, as it would be his first title. Ronaldo and Messi also merit it - but they have already won."
The 44-year-old was also keen to praise the work of Laurent Blanc as coach in the French capital and admitted he still holds the club close to his heart after his departure.
"Laurent Blanc is doing some very smart work - he brings a French perspective, which is important," continued Leonardo. "He was a great player, a world champion, someone who experienced a lot of things in Italy and in Spain. He has a global vision and that is important in football today.
"The sacred bond between PSG and me is still strong. I spent two very intense years there. I watch all the matches. I talk to the club president [Nasser Al-Khelaifi] regularly on the phone. We became very close."