Upon graduation he was commissioned as a second lieutenant in the 4th Infantry, known as the "Rocky Mountain Rangers", based near Denver, Colorado, which protected the frontier against bandits and Indian marauders.
Leavenworth was a civil engineer active in the west, with a private practice based in Chicago, Illinois, for 22 years.
On February 17, 1862, after the outbreak of the American Civil War, he was commissioned as a colonel in the volunteers and was given command of the 2nd Colorado Infantry Regiment.
That May, Colonel Jesse H. Leavenworth traveled west with the Ohio Calvery to commanded the Ninth Wisconsin artillery, with six brass twelve-pounders.
In 1864 the Army made Leavenworth the Indian agent to the Southern Cheyenne, Kiowa and Comanche, representing the United States government in its attempts to keep peace with the tribes.