To dream that you are holding a leash indicates a need for more control in your life. You need to take the lead in some projection or situation.
To dream that you are wearing a leash suggests that you need to show more restraint with regards to your sexual urges and desires. Alternatively, the dream indicates that you are too easily led or too easily influenced. You are letting other people control you and take you in a direction that you do not really want to go.
To dream that the leash is broken or that your pet has broken free from the leash implies that you have successfully broken away from somebody’s control and influence.