Leao came on with Milan 2-0 down to inspire a 3-2 turnaroud in Riyadh on Monday night.
“I did not know (Sergio) Conceicao personally, I had heard from friends at Porto who worked with him that he had a strong character. What he has done in only a few days is incredible,” said Leao.
“What he’s saying, I need that, and I felt that energy everyone needed. I feel like the change is visible on and off the field, this mentality helps us to win and do what we managed today.
“Against Juventus and Inter, we never gave up. You can’t always have your best match, but you can still win games with character.”
Leao also said: “It is hunger and energy. At times you make mistakes, you can place the wrong pass or a dribbling, but the desire is what makes the difference. We had that desire against Juventus and today too, it is fundamental.
“Nobody can be comfortable in their place just because they are at Milan. Everyone must be ready to help the team, give their best. I know the coach will push me on to be my best and I in turn will help the coach because I know he’ll push me.”