On 2 October 1884 in New York City, with disapproval from both families, Leslie married Leonie Blanche Jerome, daughter of wealthy American financier Leonard Jerome and Clarissa (neé Hall) Jerome. Leonie's sister was Jennie, wife of Lord Randolph Churchill and mother of Winston Churchill. Leslie and his wife had five children:
Leonie Clarissa Leslie (1884–1945), who married Count Gregório de Almeida.
Sir John Randolph Leslie, 3rd Baronet (1885–1971), who married the Marjorie Ide, daughter of Henry Clay Ide, the American governor general of the Philippines.
Captain Norman Jerome Beauchamp Leslie (1886–1914), who was killed in action in Armentiéres, France during World War I.
Seymour William Leslie (1889–1979), who married Gwyneth Rawdon Roden (1903-1999) in 1929.
Lionel Alistair David Leslie (1900–1987), who married Barbara Yvonne Enever in 1942.
New York, New York Marriage Index record:
John Leslie and Leonie B. Jerome were married 1 Oct 1844 in Manhattan, New York, USA 
1891 England Census; 53 Seyonsur (?) Street, St. Marylebone, London, England.
John Leslie, 33, head, Cap 5th Batt Royal Fusiliers, b. Kensington, London, England
Leonie B. Leslie, 30, wife, b. St. Germans, France
John R. Leslie, 5, son, b. London, England
Norman P. Leslie, 4, son, b. London, England
William S. Leslie, 1, son, b. London, England
others listed as servants/help not included here. 
Northern Ireland Will Calendar record:
Lady Leonie Blanche Leslie of Glaslough House, Glaslough County, Monaghan, married woman, died 21 Aug 1943. Probate ... 
From FindAGrave memorial. No photos of grave. Data, other than burial location and facts in obituary, are unsourced and information only
From attached copy of obituary:
Churchill’s Aunt Dies in Ireland
Dublin, Aug. 22 (Sunday.) (AP) — Lady Leonie Leslie, an aunt of Prime Minister Winston Churchill, died yesterday at her home in County Monaghan.
She was the daughter of Leonard Jerome of New York City and a sister of Mrs. Cornwallis West, whose first husband was Lord Randolph Churchill. She married Sir John Leslie in New York in 1884..
Leonie Blanche Jerome Leslie was born in 1859 in New York, USA and died 21 Aug 1943 (aged 83–84) in Glaslough, County Monaghan, Ireland. She is buried at Saint Salvator's Churchyard, Glaslough, County Monaghan, Ireland.
↑ Find A Grave, database and images (https://www.findagrave.com : accessed 22 May 2019), memorial page for Leonie Blanche Jerome Leslie (1859–21 Aug 1943), Find A Grave: Memorial #165234370, citing Saint Salvator's Churchyard, Glaslough, County Monaghan, Ireland ; Maintained by Researcher (contributor 48705606).