Ghezzi was born and died in Rome. He trained under his father, Giuseppe Ghezzi, who also trained Antonio Amorosi. His father was secretary of the Roman Accademia di San Luca, and Pier Leone joined the Academy in 1705. His essay painting, the Allegory of Gratitude, was donated to the institution for his admission, as was customary. He painted for various churches such as the Cappuccini of Frascati and San Onofrio of Urbino.