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Optimization is a topic that has always been discussed in all different fields of science. One of the most effective techniques for solving such problems is optimization algorithms. In this paper, a new optimizer called Multi-Leader optimizer (MLO) is developed in which multiple leaders guide members of the population towards the optimal answer. MLO is mathematically modelled based on the process of advancing members of the population and following the leaders. MLO performance in optimization is examined on twenty-three standard objective functions. The results of this optimization are compared with the results of the other eight existing optimization algorithms including Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Teaching-Learning-Based Optimization (TLBO), Gray Wolf Optimizer (GWO), Grasshopper Optimization Algorithm (GOA), Emperor Penguin Optimizer (EPO), Shell Game Optimization (SGO), and Hide Objects Game Optimization (HOGO). Based on the analysis of the simulation results on unimodal test functions to evaluate exploitation ability and multimodal test functions in order to evaluate exploration ability, it has been determined that MLO has a higher ability to solve optimization problems than existing optimization algorithms.