Make sure your horse is balanced, an unbalanced horse is unable to change its lead. Look in the direction you want to go (left/right depending on which lead you want for the turn) and use a slight open rein while in the air.
Your horse needs to stay in balance already before the fence. Keep your outside leg a little bit stronger and back in order to keep him on the correct canter lead also after. Your horse needs to be around your inside leg already before the jump. If you are in balance before you will in balance after :)