As was expected, Gilmour enrolled at Bryn Mawr College in the fall of 1891. Despite an early interest in chemistry, she eventually chose to major in history and political science as her major fields. In her third year, following the example of many students preparing for the school's rigorous foreign language exams (which required students to translate on sight from Greek, Latin, French and German), Léonie decided to spend a year abroad studying at the Sorbonne in Paris. Upon her return in the fall of 1894, she was assigned to the same residence hall dining table as incoming student Catharine Bunnell (niece of future Yale benefactor John William Sterling), and the two became lifelong friends. In January 1895, an illness leading to hospitalization led to Gilmour's withdrawal from the college, her transcript citing "reasons of health," although Gilmour's biographer speculates that the expiration of her four-year scholarship the previous year may have been a contributing factor. She never completed her degree. Her friend Catharine Bunnell also withdrew from the college at the end of the year.