Reigning champions Inter must overcome a 1-0 first-leg deficit and Lucio's presence is likely to be crucial with fellow centre-back Walter Samuel ruled out for the season.
"We will have to look at Lucio's fitness in training later this evening. Not only Lucio's fitness but that of some other players as well," Leonardo told reporters.
The Brazilian was replaced by Ivan Cordoba with 25 minutes remaining in Friday's 1-1 Serie A draw with Brescia after pulling a muscle in his right leg.
Cordoba had a torrid time, gifting Brescia an equaliser before committing a professional foul to give away a penalty and get sent off.
Striker Diego Milito is unlikely to play after missing the first leg with a hamstring injury.
Inter are not in the commanding form of last season when they won the treble, beating Bayern in the Champions League final.
"I don't want to promise our fans anything," Leonardo said. "I want to think about all the options because in football anything can happen.
"I think there is a great will among my players. These matches are like finals, they have the character of a final and they go under your skin."
Inter lost the first leg to a last-minute goal from Mario Gomez.
Dutchman Wesley Sneijder said his team mates were confident of becoming only the second team in Champions League history to overturn a first-leg home defeat with away victory to progress to the next round.
"You have to believe," said the midfielder. "This game is 180 minutes long. We played 90 minutes, lost 1-0 at home but we played very well. Tomorrow is the other 90 minutes we will go for it."
