Leadership training is an important part of any MBA program, but is often difficult to provide in an effective way. Over the last three years, we implemented a program of Peer-Led Team Learning in two core courses of our MBA curriculum, which we believe provides a good solution. The program combines leadership training with practical hands-on application of the ideas taught, and provides for an effective feedback loop. Response to the program has been overwhelmingly positive. The program and benefits for learning leadership are discussed in this paper.