Of Jamaican descent, Pryce comes from a family of rugby league players; he is the older brother of Bradford Bulls player Karl Pryce, his son William Pryce has also found a profession in rugby league as in 2019 he recently signed a professional contract with the Huddersfield Giants after representing the England U16 international squad against France whilst also scoring a try, his father and uncle both played the sport at a high level. His cousin Steve Pryce has coached in Jamaica, and he is also the cousin of Featherstone Rovers player Waine Pryce.
After Bradford did not renew his contract in 2005, in 2006 Pryce joined St. Helens. One of the key issues in the decision was that he would start at stand off, a position Pryce has long coveted. Pryce won his first trophy with St Helens in August 2006, defeating Huddersfield in the Challenge Cup Final at Twickenham. St Helens reached the 2006 Super League Grand final to be contested against Hull FC, and Pryce played at stand-off half back, scoring a try in Saints' 26–4 victory. As 2006 Super League champions, St Helens faced 2006 NRL Premiers Brisbane Broncos in the 2007 World Club Challenge. Pryce played at stand-off half back in the Saints' 18–14 victory. He went on to win the Challenge Cup again in 2007 when Saints beat Catalans Dragons 30–8 at Wembley Stadium. He was a joint winner of the Lance Todd Trophy along with Paul Wellens. In July 2007, Pryce was accused of squeezing Sam Burgess' testicles. He was later found guilty of the incident and banned for three matches. That year he was voted rugby league's dirtiest player by RL Weekly readers. He was again found guilty of a similar misconduct, against Bradford forward Andy Lynch on 22 February 2008. However, he escaped a possible eight-match ban as the disciplinary panel ruled the contact "minimal". His success at the club continued as he helped Saints to a 26–18 win over Hull in the 2008 Challenge Cup Final. He was named in the England squad for the 2008 Rugby League World Cup. He was named in the Super League Dream Team for the 2008's Super League XIII season. He played in 2008's Super League XIII Grand Final defeat by Leeds. Pryce went with the England squad to compete in the 2008Rugby League World Cup tournament in Australia. In Group A's first match against Papua New Guinea he played at stand-off half back in England's victory. In 2008 Pryce was charged and appeared in court alongside Stuart Reardon on charges of assault and violence following an alleged incident at Reardon's estranged wife's house in Queensbury, Bradford. They were charged with using violence to gain entry and common assault. The charge of using violence to gain entry against both defendants was dropped after the prosecution offered no evidence. In March 2009, having been found guilty of common assault, the pair were given a 12-week suspended sentence. He played in the 2009 Super League Grand Final defeat by the Leeds Rhinos at Old Trafford.
Catalans Dragons
After being released by St Helens in 2011, Pryce signed for the Perpignan based Catalans Dragons for the 2012 season. The Stand-off made his début against Castleford Tigers in a 28-20 victory and was named Man of the Match. He went on to play 80 times for the French side and scored a total of 20 tries in the three seasons he spent at the club.
Hull FC
Pryce signed for Hull in 2015. In 2016 he was part of the team that won the Challenge Cup at Wembley for the first time. At the end of the 2016 season, Pryce announced his departure from Hull after two seasons and 38 appearances.
Bradford Bulls
Pryce re-signed for his hometown club Bradford ahead of the 2017 season however the Bulls were liquidated in January 2017 casting doubt over Pryces playing future. A new club was formed soon after the old club was liquidated which Pryce signed for. The new club was kept in the Championship but started on -12 points. After just 11 games Pryce announced his immediate retirement after a poor start to the season and fans booing his and the team's performance.
Post-playing career
After Pryce retired he set up his own player agency. His Son William is an English superstar who scored 6 tries in his scholarship season at Huddersfield giants, He recently signed a 2 year contract worth 3 million pounds.
Coaching career
After retiring during the 2017 season, Leon accepted an offer to coach League 1 side Workington Town for the 2018 season.