Basic AutoCAD has an option for always putting Dimensions on a Layer of your choice, whatever the current Layer, but apparently not Leaders. But I think some of the overlay programs have that kind of option for more things -- whether Civil3D [my assumption, from your avatar image] does, and if so whether Leaders are included, I don't know.
But you can make a new definition of the command to do it for you. Put this into acaddoc.lsp, so it will be loaded in every drawing:
(command "_.undefine" "QLEADER")
(defun C:QLEADER () (setvar 'clayer "Dim") (command "_.qleader"))
Then, no matter how you call up the command [from the ribbon, type in, other menu item, alias*, etc.], it will go to that Layer. You can do the same for LEADER, for when you want the "slow" variety.
It could be enhanced to save the current Layer when it's called, and set that current again after you're done, if you like.
*EDIT: I tried it, and I find that with the native QLEADER command undefined, the standard LE alias for it does not work, so if you want that, you'd have to make that a command, too:
(defun C:LE () (setvar 'clayer "Dim") (command "_.qleader"))
or with the earlier QLEADER new definition, just:
(defun C:LE () (C:QLEADER))
Kent Cooper, AIA