Steve Cotterill's men are yet to get going this season and, heading into their 15th league game of the term today, remain in the division's bottom four.
Town have lost nine of their league games but have rarely been seen off heavily. Left-sided player Leahy, Cotterill's first signing of the summer, has played on the left of a back three, left-back, left wing-back and in central midfield.
Leahy, 28, returns from a one-match ban today and has developed into a key figure in Town's ranks. He admitted both penalty boxes are proving problematic for Shrews this term, but feels a run of form is around the corner.
"When we analyse goals back that we concede it's even more frustrating, we go through and dissect it," said former Walsall and Bristol Rovers man Leahy.
"We just need to turn that corner a little bit and we'll be a good team in this league.
"Both boxes at the minute are causing us a bit of bother, we're only a little turn away from becoming a good side.
"It's big in this league (back-to-back wins – which Town are yet to achieve), really big, when you get three games in a week.
"But if we win today it's six points in a week in three games, which is really good as well, we have to turn up."
Leahy was awarded Town's player of the month award for October and has proven his quality in a couple of positions.
He scored a crucial goal in the 2-1 home victory over AFC Wimbledon, the second of three home league wins this season, at the end of last month and netted a stunning free-kick in the 2-1 reverse at Bolton, where Town almost went on to snatch a point.
The left-sider is level with Shaun Whalley and Sam Cosgrove with two league goals, although Daniel Udoh tops the charts with three in all competitions.
Leahy, who netted 10 goals for relegated Rovers including five penalties last term, added on the scoring charts: "It shouldn't be like that though, should it, I suppose?
"It's in both boxes, when you're in the position we're in you tend to snatch at chances, you're not that composed because you want it so bad you can snatch at it.
"It's one of those we've got to keep working and I'm confident it will turn."