He was born at 7 Clifton Place, Shipley in the county of West Yorkshire in 1892, and two years later his family moved to Robin Hood's Bay on the coast of present-day North Yorkshire, where he was schooled at the old Wesleyan chapel. He was the son of the painter Ulric Walmsley. In 1912 the young Leo secured the post of curator-caretaker of the Robin Hood's Bay Marine Laboratory at five shillings a week.
During World War I he served as an observer with the Royal Flying Corps in East Africa, was mentioned in dispatches four times and was awarded the Military Cross. After a plane crash he was sent home, and eventually pursued a literary career. He settled at Pont Pill near Polruan in Cornwall, where he became friendly with the writer Daphne du Maurier.
He was married three times. First in 1919 to Elsie Susanna Preston, whom he divorced in 1932, then in 1933 to Margaret Bell Little and following their divorce in about 1946, finally to Stephanie Gubbins in 1955.
Many of his books are mainly autobiographical, the best known are his Bramblewick series set in Robin Hood's Bay - Foreigners, Three Fevers, Phantom Lobster and Sally Lunn, the second of which was filmed as Turn of the Tide (1935).
- 1914 - Guide to the Geology of Whitby and District — Horne (Whitby)
- 1919 - Fossils of the Whitby District — Horne
- 1920 - Flying and Sport in East Africa — Blackwood
- 1921 - The Silver Blimp — Nelson
- 1923 - The Lure of Thunder Island — Jenkins
- 1926 - The Green Rocket — Jenkins
- 1926 - Toro of the Little People — Hodder & Stoughton
- 1932 - Three Fevers — Cape
- 1933 - Phantom Lobster — Cape
- 1935 - Foreigners — Collins
- 1937 - Sally Lunn — Collins
- 1939 - Love in the Sun — Collins
- 1941 - Fishermen at War — Collins
- 1942 - British Ports and Harbours — Collins
- 1944 - So Many Loves (autobiography) — Collins
- 1944 - Sally Lunn (the play) — Collins
- 1946 - British Ports And Harbours (Britain In Pictures) -Collins
- 1948 - Master Mariner — Collins
- 1951 - Lancashire and Yorkshire — Collins
- 1952 - Invisible Cargo — Joseph
- 1954 - The Golden Waterwheel — Collins
- 1957 - The Happy Ending — Collins
- 1959 - Sound of the Sea — Collins
- 1963 - Paradise Creek — Collins
- 1965 - Angler's Moon — Hamilton
- 1991 - The Honey Gatherers - Peter J. Woods
- 1995 - Autumn Gold - Stephanie Walmsley (his widow)
- 2001 - Shells and Bright Stones - Nona Stead (ed.)