If the leader is involved in the intensive fire, I would say yes per the rules.
1. A Used unit can use Intensive Fire.
2. The unit is automatically Shaken ( markers placed
on unit ) after using this option.
3. Intensive Fire modifiers are -1 to Firepower, and a
-1 on any To Hit and attack rolls.
4. Unit can perform no further actions for the turn
remainder, except self-defense in Melee.