From Wikipedia

Leap of Faith - a leap of faith, in its most commonly used meaning, is the act of believing in or accepting something intangible or unprovable, or without empirical evidence. It is an act commonly associated with religious belief as many religions consider faith to be an essential element of piety.

The phrase is commonly attributed to Søren Kierkegaard; however, he himself never used the term, as he referred to a leap as a leap to faith. A leap of faith according to Kierkegaard involves circularity insofar as a leap is made by faith.
In his book The Concept of Anxiety, he describes the core part of the leap of faith, the leap. He does this using the famous story of Adam and Eve, particularly Adam's qualitative leap into sin. Adam's leap signifies a change from one quality to another, mainly the quality of possessing no sin to the quality of possessing sin.
Kierkegaard maintains that the transition from one quality to another can take place only by a "leap" (Thomte 232). When the transition happens, one moves directly from one state to the other, never possessing both qualities.