Sainz was the first to exit on lap nine, pulling off track into the run-off area at turn four with a hydraulic failure while running in fourth position.
Eleven laps later, whilst leading the race at the Baku City Circuit on strategy ahead of Red Bull duo Max Verstappen and Sergio Perez, Leclerc was heading down the main straight when his power unit blew on his F1-75.
It means for the second time in three races Leclerc has retired while leading after a turbo failure brought a premature end to his Spanish Grand Prix in May.
It also means Leclerc has now failed to convert four consecutive pole positions into a race victory, and leaving him in trouble of future grid penalties due to Ferrari's woes with its power unit so far this season.