Leigh Bromby started his career playing for Liversedge before he was spotted by Sheffield Wednesday. He worked his way through the ranks at the club and in 1999 he was loaned to Mansfield for 3 months. His first league debut was in December 1999 but his first career goal was the beginning of the next year. When he had rejoined Sheffield Wednesday he had to wait until December 2000 before making his debut as a substitute in a match against Wolverhampton Wanderers. In the 2002/2003 season he spend a some time on loan at Norwich City. After making 112 appearances at Sheffield he moved on in the spring of 2004.