That doesn't sound quite right. A basic principle of physics says you can't create or destroy energy, and if a particle carrying energy just disappeared this principle would be violated.
A quantum leap is really just a change in the energy of an object (like a particle) by a specific amount. For example, an electron in an atom can make a leap from one "orbit" to another. The energy change required to do that is always the same. The quantum part comes from the fact that the electron is not "allowed" to have just any energy. It can only have certain particular values of energy. If it wants to change from one allowed value to another, it has to lose or gain just the right amount (or "quantum") of energy to take it to one of the other allowed energy values. Moreover, it does that in one single "leap", so that it is never found to have an energy which is half way between the two "allowed" energies, for example.
Strangely, for an electron, that means that there are certain orbits around atoms at which an electron can NEVER be found, even when it is moving from a lower orbit to a higher one. So, it somehow gets from the low orbit to the high orbit without ever passing through the intermediate orbital distance. That's another reason for talking about "leaps" or "jumps".
The quantum world is quite strange in many ways, but quantum theory provides our best picture of things like atoms.