Fusible interfacings do work with leather, but will never fuse to leather the way they do to fabric. With fabric the glue penetrates into the fibers easily, creating a good bond. With leather it is important that you choose an interfacing that fuses quickly without too high of a heat setting. Look for an interfacing that fuses quickly without high heat. My favourite options include fusible weft interfacing for firmer support and fusible all bias knit for softer support.
Add interfacings to areas where you would typically use interfacing for fabric. Cover the leather with a press cloth first, and press to warm up the skin. Position the interfacing and fuse for 15-20 seconds using a lift and press technique rather than a gliding motion. Check results and lengthen the fusing time if necessary. Always test fuse interfacings on scraps first. Too high or too much heat may cause damage to the leather.