* Closest in terms of distance: The star closest to the constellation Leo is Proxima Centauri. While Proxima Centauri is the closest star to our own sun, it's still a very long distance away and not actually *in* the constellation Leo.
* Closest in terms of apparent brightness: The brightest star in Leo is Regulus, which is also the 21st brightest star in the night sky. While not the closest star *in distance*, it's the closest in terms of how we perceive it.
So, the answer depends on how you define "closest."