Also try looking in the direction you want to go - if you want them to pick up left lead look left, this will shift your weight slightly and he should feel this and pick up the lead you want, maybe also try putting a bit of pressure from you leg on the side opposite that you want to go, so if you want to go left, use your right leg softly. Also make sure when you're practicing jumping at home also change the direction you enter and exit the jump otherwise they'll develop what is called "solder drift" and they will most likely pick up the same lead after the jump every time
One thing many rider and horses do to help an unwanted changing lead is gridwork. Additionally, a shift in center of balance or weight can "throw" them into the incorrect lead. Gridwork can also help tremendously with balance of both horse and rider! Hope that helps!