Here's why:
* Anakin Skywalker is Leia's father's grandfather. Anakin's son, Luke Skywalker, is Leia's twin brother. This makes Anakin Leia's paternal great-grandfather.
* There is no mention of any other familial connection. They are related through their shared family line, but not directly.
It's a bit of a complicated family tree, but the main point is that they are not directly related in terms of parents, siblings, or aunts/uncles.