Before working in the porn industry, she first worked at a German bakery, a Jiffy Lube, and later a tax and retirement firm.
Leone at the 2002 Adult Entertainment Expo, one of her earliest promotional appearances
While studying to be a paediatric nurse in Orange County, a classmate who was an exotic dancer introduced Leone to John Stevens, an agent who in turn introduced her to Jay Allen, a photographer for Penthouse magazine. When picking a name for her adult career, she has said that Sunny is her real name and Leone was picked by Bob Gucci one, former owner of Penthouse magazine. She posed for Penthouse magazine, and was named Penthouse Pet of the Month for the March 2001 issue, followed by a feature in the Holiday 2001 edition of Hustler magazine as a Hustler Honey. She has appeared in other magazines including Cheri, Mystique Magazine, High Society, Swank, AVN On-line, Leg World, Club International and Low rider, while her online credits include ModFX Models, Suez Rand all, Ken Marcus and Mac & Bumble. Her pictorial credits also include working with stars like Adriana Sage, Jenna Jameson, Jolene Jensen and Aria Giovanni.
In 2003, she was declared the Penthouse Pet of the Year and also starred in the video Penthouse Pets in Paradise alongside Tera Patrick and Kyla Cole. In 2005 Adam & Eve appointed her as their West Coast Internet Sales Representative.
That same year, Leone signed a three-year contract with Vivid Entertainment with which she transitioned into the world of hardcore pornography, stating that she would only do lesbian scenes. Her first movie released was titled Sunny and was released in December 2005. Her next movie, Virtual Vivid Girl Sunny Leone, was the first interactive title for Leone, who was the first Vivid Girl to make such a movie. Taking only four days to film, the movie won her her first AVN Award (Best Interactive DVD). She followed this with Sunny Loves Cher, which featured her first on-screen squirting, and The Female Gardner co-starring Malaya Mendez and Daisy Marie.