Rhinos had been hoping to add the Super League title to their Challenge Cup and league leaders’ trophies, but failed to cope with the blustery conditions and were second best on the day.
They fought back to level the scores, but a penalty for offside in the final seconds won it for Wigan
Wigan scored four tries to three, but none of their touchdowns was converted.
Leeds made far too many errors and failed to put Wigan’s strong defence under sustained pressure.
Rhinos opened the scoring, but two identical tries gave Wigan an 8-6 half-time lead and they went 10 points behind before starting to find the form they are capable of.
Rhiannion Marshall twisted over after just seven minutes, Courtney Hill adding the extras, but Leeds allowed the restart to bounce dead in goal and Rachel Thompson crossed following the drop out.
Some outstanding last-ditch defence, particularly from full-back Caitlin Beevers, kept Wigan out until the final play of the opening period when Thompson scored an identical try off another drop out, Gemma Walsh providing the final pass both times.
Wigan extended their lead six minutes after the break when Georgia Wilson crossed and Thompson’s hat-trick try, just before the hour mark, opened a 10-point gap.
Leeds looked beaten, but Beevers got them back in the contest when she took a 20-metre tap and out-paced the defence on a spectacular sprint to the line.
Hill’s second conversion cut Wigan’s lead to 16-12.
It seemed Wigan would hold on, but Colurtney Hill sent namesake Suze over with two minutes left to level the scores. Courtney Hill could not add the extras, then in the final seconds Wigan received back to back penalties and Charlotte Foley landed the second of them to win the title.
There was more joy for Leeds side Stanningley who beat Leigh Miners Rangers 20-12 in the Championship Grand Final.