In August 2009, she announced the launch of her own studio, Sunlust Pictures, with Daniel Weber as her partner. With her new venture Leone announced her plans to write, direct and create her own brand of adult movies with Vivid Entertainment as her distributor. Her first independent production, "The Dark Side of the Sun", was released in March 2009, and was debuted at the Erotic Heritage Museum in Las Vegas. In June 2009, she held a casting call in Las Vegas for her second independent production titled "Sunny Slumber Party" (released September 2009). She followed up with three other self-produced features "Gia Portrait of a Porn Star" (2010) which was nominated for multiple AVN awards, "Roleplay" (2011) and "Goddess" (2012) which featured her first anal sex scene.