Leeds was born in Milwaukee, Wisconsin, the son of a retailer. He moved to Richmond, Virginia at the age of seven, where he lived from 1959 to 1966 and then moved to Pittsburgh, Pennsylvania at the age of fourteen, where he attended junior high school and college. Leeds lived in Pittsburgh for eighteen years and started a music career there. He studied saxophone with mentor Eric Kloss, who had signed to Prestige Records at the age of sixteen.
Leeds' brother, Alan Leeds, was the tour manager for Prince in the early 1980s and introduced his brother to Prince not long after the Purple Rain tour. Prince was impressed by Leeds' talents and featured him in the band The Family in 1985. The band was short-lived, but Prince invited Leeds into The Revolution for his Parade tour. Leeds brought along long-time friend Matt Blistan, who was renamed Atlanta Bliss by Prince.
After the breakup of The Revolution, Prince retained Leeds and Bliss for his succeeding band and used their talents greatly over his next three albums. Bliss left the fold in 1989 but Leeds lent his talents to Madhouse and various Prince projects throughout the years.
In 1991, Leeds released the album Times Squared on Prince's Paisley Park Records, which incorporated rock, pop and jazz sounds.The tracks that Leeds chose for the album were recorded between 1985 and 1988. A second album, entitled Things Left Unsaid, was released in 1993 with one Prince contribution.
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