In 1982, Leão was one of the founding members of Sétima Legião, one of the most successful bands in Portugal's 1980s rock scene.
In 1985, he started Madredeus with Pedro Ayres Magalhães and Sétima Legião's Gabriel Gomes as a sideline acoustic project.
In 1993, Rodrigo released a mostly instrumental solo album in a neo-classical, minimalist mode, titled Ave Mundi Luminar.
He has experimented with modern classical music and contemporary pop, joining electronics with string and horn sections.
Singers who have participated in Leão's music include Beth Gibbons (Portishead), Neil Hannon (The Divine Comedy), Stuart Staples (Tindersticks), Joan As Police Woman, Scott Matthew, Sónia Tavares (The Gift), Lula Pena, Rosa Passos and Thiago Petit.