Arsenal won 2-1 at Huddersfield on Saturday but are the only team yet to keep a clean sheet away from home in the Premier League this season.
They have conceded 26 goals in 13 away games, with only Bournemouth and Fulham letting more in on the road.
It’s not stopped Arsenal’s hunt for a place in the top four, though they currently sit fifth.
Unai Emery’s side are one point off Manchester United, who have seen an upsurge in form under Ole Gunnar Solskjaer.
Arsenal have conceded seven more goals than sixth-placed Chelsea this season, who have let ten goals in in their past two away games.
But for the Gunners, Leno believes it’s simply a case of losing concentration with plenty of their concessions coming late on in games.
“This season, we don’t have a clean sheet away?” Leno said.
“This season we have conceded goals too easily. Sometimes it happens at the end of games – Cardiff at the end, Newcastle at the end and today at the end.
“It always seems to happen when we are two goals in front, so maybe we are losing a little bit of concentration because we feel too comfortable when the games are coming to the end.
“We have to work on this because the defence for me is the most important thing to enable us to get back into the top four, because we have the quality in the front line.
“The whole team has to defend and we have improved from December, when maybe we had some games where we were not so good.
“We are still working on that.”
Arsenal have been weak defensively all season, and former Gunners ace Matt Upson has advised Emery to strengthen that area in the summer.
Upson said: “It’s about recruitment as well.
“Arsenal need to go and recruit those players who are willing [to defend].
“The club haven’t had an appetite to go and get a player in who wants to defend.”