Fallen autumn and winter leaves are not good for ponds and are best skimmed off and removed. .
This is because the leaves will rot down and add to the slurry at the bottom of the pond, but more importantly, decomposition will add nitrates to the pond water. Nitrates enrich the water which process can upset the natural balance, which in turn will make algae more likely and increase the chances of having a green pond in the spring.
If these are a problem for you with your pond, consider skimming off the leaves. Similarly, cut off any decaying vegetation which may die back at this time of year.