They are five points clear of second placed Tottenham Hotspur, who recorded a 1-0 win over Watford, while Arsenal ensured they stayed level with their North London rivals on goal difference, thanks to a 2-0 victory at Bournemouth.
Manchester City are just one point back, and host Tottenham next weekend, hoping to avenge a 4-1 loss at White Hart Lane earlier in the season.
City were the bookies favourites to win the title two weeks ago, but they have slipped to third according to the odds-makers.
Tottenham may be second in the league, but they are just fourth favourites, with betting firms predicting Arsenal as having the best chance of winning the title, and Leicester in second.
Here is a look at the latest odds according to SkyBet.
Arsenal - 15/8
Leicester City - 9/4
Manchester City - 3/1
Tottenham Hotspur - 5/1
Arsenal host Leicester City next weekend, one of two huge games which could influence where the title lands up.
Ahead of the season it was very different. SkyBet listed Tottenham Hotspur at a whopping 100/1 - and may be feeling very nervous now if any fans took advantage of that price.