The concept of a leakage importance function is introduced and analyzed for physical systems governed by the Boltzmann transport equation. The homogeneous equation with inhomogeneous boundary conditions satisfied by the importance function is derived by using adjoint operators. A standard discrete ordinates transport code is used to solve this equation, and some important numerical aspects are highlighted. Idealized nuclear systems are analyzed to illustrate that the leakage importance function gives a measure of the relative importance of each source particle in phase space in contributing to the leakage, and that the leakage importance function provides insight regarding the specific physical process that leads to leakage.