I did a little research for this topic. It seems leopard gecko is one of the very few species that live longer in the wild. Most other species have a longer life span in captivity due to better care.
The actual number could be vary from source to source. Generally speaking, most people claim the captivity leopard gecko can live up to 8~10 years, while normal average life span of a wild gecko is between 10~15 years.
Just like all pets, with proper care a leopard gecko can live a lot longer. The gecko under expert care can live as long as their wild counterparts, there are even claim of 20+ years on rare occasions.
On a side note, some sources claim male leopard gecko usually live longer than the female gecko. I guess the female shorten their own life span when give birth frequently. It can mean a female gecko is capable of living longer if without having to go through breeding.
Waiting for a few of our leopard gecko experts to correct or to add some information to this topic.