The 26-year-old Calgary skier finished just behind Filip Flisar of Slovenia. Armin Niederer of Switzerland won bronze in a three-way photo finish.
"That final heat was as tough a heat as you can have these days in ski cross," Leman said on a conference call. "I just made a little mistake along the top flats while going for a pass and that was the difference. Luckily I had a good reach at the line to hold on to second.
"It was a really good race, I had a lot of fun today. I'm pretty happy with how it went. I felt like I probably could have won today but second is not so bad."
Canadian head coach Eric Archer was impressed with Leman's performance.
"Brady was on it all day," Archer said. "It was a great fight to get the photo for second."
Dave Duncan of London, Ont., was ninth and Ian Deans of Kelowna, B.C., was 14th.
Archer said Duncan was disqualified after officials ruled he missed a gate. He added that Deans suffered a knee injury and will be re-evaluated when he returns to Canada.
Canada's Kelsey Serwa reached the women's final but settled for fourth place. Switzerland's Fanny Smith won gold, Ophelie David of France took silver and Sweden's Anna Holmlund picked up the bronze.
Serwa, from Kelowna, B.C., is rounding back into form after suffering a season-ending knee injury last January.
"I'm not focused on results right now," Serwa said. "I'm just focused on building confidence. Today was a big step for me — just getting into the finals. I was stoked.
"I tried to make a pass on the last turn ... at the bottom and just kind of got pinched out a bit."
Marielle Thompson of Whistler, B.C., was eighth.
Canada was shut out of the medals at the World Cup opener in Nakiska, Alta., last weekend.
Leman, who was second in the overall World Cup rankings last season, said he really liked the layout of the course and felt it was a good challenge.
"I felt like I was skiing well and I was skiing fast," Leman said. "It's where I want to be every race is in the final and fighting for gold and just making sure I'm on that podium week after week, or trying to be anyway."
Val Thorens, France will host the next stop on the ski cross World Cup circuit next week.
"Today was good to build the confidence and take home some hardware," Leman said. "I had a lot of tough heats today and a lot of tough guys, especially the final.
"So to know that I can kind of hang with anyone right now and I feel like I could be beating everyone, I'll take a lot of confidence from that."
World men's champion Chris Del Bosco of Montreal did not compete.
He is sidelined for a few weeks following shoulder surgery. He was injured while training at Nakiska last month.Suggest a correction