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.
"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."
"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."
