The unsettled veteran has been linked with a move away from the club after failing to get regular first-team action under Leonardo.
“If Gattuso has this idea in his head, I will try to make him change his mind,” said Leonardo.
“I know Rino (Gattuso) well. I played with him.
“I always speak to Gattuso and try to be very clear. Now the most important thing is that he recovers from the muscular injury.”