If you have a dog that already knows how to play fetch and loves to carry things around in his mouth, teaching him this age-old trick should be very easy. Fetch is one of the oldest games in the book. Training your pup to bring you his leash when he needs to go out or wants to go for a walk is just another version of fetch, but it is one with a purpose.
The only real problem with this is that you may be setting yourself up for being woken up in the middle of the night by having a leash dropped in your face. While this might seem like a cool trick, it is a good way for your dog to let you know when he needs to pee!
The good news is the training your dog to fetch his leash is a relatively easy task. Of course, your dog does need to have mastered the basic commands first. You will need to create a training command such as "Leash" that your dog will learn means you want him to bring you his leash. Be consistent, as changing command words is only going to cause confuse your pup.
Since your pup will need to go out several times a day, you should have lots of opportunities to work with him. It might take him a few weeks to fully master this trick, but in time he will come to understand exactly what is expected of him. Not only is this a useful trick to learn, but it will make your pup look super smart when you have company. It helps if your pup already knows how to play fetch, but this is not completely necessary.
Really not much is needed in the way of supplies for this one. All you really need is your pup, his leash, a pocketful of treats, and the patience to work with him on a regular basis. While you may not feel like taking him out each time he brings you his leash, the more you do so, the faster he will learn that this is appropriate behavior that has its own rewards (he gets to go outside to pee or go for a walk). Be sure that each time he brings you his leash you take him outside, even if it is only for a few minutes, to help reinforce the behavior.