Darius Henderson doubled Swindon's lead after 25 minutes when he beat the Walsall 'keeper in a one on one, even though he looked like he's hit the ball straight at the goal keeper.
On 28 minutes Walsall were back in the game when Rhys Evans could only half save a shot, and the ball fell to Leitao to score from close range.
Then on 34 minutes Walsall equalised when Leitao scored again from inside the box to make it 2-2.
Swindon should never have given away their two goal lead, and they had chances to score more goal, with Yeates also coming close to scoring.
The second half looked like it might be like to Hartlepool game last Saturday with all the goals coming in the first half.
Swindon tried to get a third goal late on, with Henderson, Smith and Parkin all coming close, but it was Walsall who scored a late on when Gary Birch headed in their winner on 87 minutes to complete their come back.
Overall a draw would have been a fair result, and it was just poor defender, and the that Swindon just sat back after going 2-0 up.
Swindon's next game is away to Colchester United on Saturday.