Rhinos’ were a conversion away from almost certainly going on to complete the treble, but suffered last-gasp heartbreak as a stoppage-time penalty handed Wigan Warriors an 18-16 win.
Rhinos had hit back from 16-6 down to level the scores and would probably have won had Courtney Hill’s touchline conversion not been narrowly off target.
But they conceded back-to-back penalties after that, the second of them for offside in front of their own posts and Wigan’s Charlotte Foley kept her nerve to take the two.
It was a tough way to lose, particularly in the biggest game of the season, but Wigan scored four tries, all unconverted, to three and were the better team for the first 65 minutes before Leeds finally started to play.
Rhinos finished a point clear of second-placed Wigan in the league table and beat them in a semi-final on their way to winning the Challenge Cup, but the Grand Final result meant it was two wins each in all competitions.
Leeds showed late on they have got Wigan’s measure when they play well, but they were below-par for too long.
Rhinos like to play attacking rugby and they failed to cope with the blustery conditions, making far too many mistakes.
They defended well, but so did Wigan who had the game’s two outstanding players in full-back Rebecca Greenfield and three-try centre Rachel Thompson
Errors meant Rhinos were unable to put Wigan under sustained pressure until the final moments, despite an outstanding display from 17-year-old full-back Caitlin Beevers and big efforts by Rhiannion Marshall and Charlotte Booth.
Winning two of the three available trophies was a fine achievement by Rhinos in their first season, particularly considering they lost two players to season-ending anterior cruciate ligament injuries.
Danika Priim was hurt early in the campaign and Woman of Steel nominee Lois Forsell had to watch the final game of the regular campaign and both play-off ties from the touchlines.
Playing against a strong wind in the first half, Rhinos opened the scoring, but went in at the break 8-6 down after conceding twice from goal line drop outs.
Most of the play was in Leeds’ half and Beevers had to make a try-saving tackle inside the opening minute following a break by Wigan’s Vanessa Temple.
Marshall started at hooker in place of Forsell and twisted over from acting-half to open the scoring after seven minutes, Courtney Hill converting.
But the gale took the restart dead in goal after from the drop out Wigan hit back through Thompson, who finished strongly off Gemma Walsh’s pass.
There was no conversion, but a series of handling errors kept Rhinos pinned in their own half and it took superb defence by Beevers and Madison Laverick, who crashed Michelle Davis into touch by the flag, to keep Wigan out at the end of the opening quarter.
Wigan went close again after Suze Hill spilled the ball on the first tackle. Wigan moved the ball wide, but Hanna Butcher got across to shove opposite number Walsh over the sideline.
It looked like Rhinos had done enough to lead at the interval, but Wigan hit them with an identical try to their opener, on the stroke of half-time. Frankie Townend was trapped in goal from Lucy Baggeley’s kick and following the drop out Walsh put Thompson over for her second.
Sophie Robinson came up with a brilliant tackle to deny George Wilson a try at the start of the second half.
But Rhinos continued to turn the ball over cheaply and weight of pressure told on 46 minutes when Walsh fed Rebecca Greenfield and her pass put Wilson over.
When Walsh sent Thompson in for her hat-trick on the hour mark it looked all over, but a moment of magic got Leeds back in it. Beevers took a quick tap after a Wigan kick had rolled dead and out-paced the defence on a spectacular sprint to the line.
Courtney Hill added the extras and Leeds levelled the match in stoppage time when her pass was finished by Suze Hill.
Leeds Rhinos: Beevers, S Hill, Booth, Robinson, Laverick, Butcher, C Hill, Johnson, Marshall, Anderson, Staveley, Spurr, Lacey. Subs: Townend, Nuttall, Kerrigan, Oldroyd.
Wigan Warriors: Greenfield, Burrows, Thompson, Wilson, Davis, Walsh, Harrison, Goodburn, Hall, Hammond, Sibbald, Temple, Apin. Subs: Speakman, Foley, Baggaley, Hennessey.
Referee: Alan Billington (Widnes).