In the early 1920s, Leese became interested in Italian fascism and developed a fascination for the Italian Fascist dictator Benito Mussolini. In April 1923 he wrote a short pamphlet, "Fascism for Old England", praising the Duce and highlighting the "significance of fascism for Britain". He joined the British Fascists (BF) soon after its creation in May 1923, establishing his own branch in Stamford in March 1924, which soon gained 80 members. Leese despised however the BF policy of allowing former socialists and Jews in the party, contending that it was "honeycombed" with communist infiltrators. He further wrote that the BF "did not understand Fascism at all", the true nature of which was to Leese a "revolt against democracy and a return to statesmanship". An animal lover, he also claimed that the style of slaughter practised in Judaism influenced his anti-semitism.