Use a wire wreath base. You can purchase one in a craft store, or you can create one by bending coat hangers. To create your own, simply stretch the coat hanger out into a circle. Leave the "hanger" part intact so that you can use it to hang the wreath on a door. Pull the wire down from the middle of the straight part of the hanger, then gently push in the sides of the hanger that usually support the shoulders of a garment. Make the wreath base as circular as possible.
Collect fall leaves. You may use real or fake leaves, depending on how long you want the wreath to last. Make sure you have plenty of leaves to cover the wire base, so that you won't be able to it through the leaves.
Attach the leaves, by the branch or individually, to the wire wreath base. This can be done by hot gluing the leaves to the wire, or by using floral wire and tying the leaves to the wire wreath base. Using hot glue can be a bit messy, whereas the floral wire is a bit more forgiving if you make any mistakes.
Continue attaching the leaves to the wreath base until the entire wreath base is covered and you can no longer see any wire. You can choose to attach the leaves flat or standing up, which creates a fuller wreath.
Make a bow out of ribbon and attach it over the section of the wreath where the hanger is located. This gives the leaf wreath a more finished look and also hides the wire hanger.