The plague will eventually go away on its own, possibly taking your leader with it. If you can, build up public sanitation facilities where he is. It may or may not help, but it will make you feel better.

It's very important to isolate the city that has plague. Don't move any units in or out, including spies and diplomats. (The only exception to this rule is if you feel like giving an enemy city plague -- in that case, by all means move a spy from the infected city. I've done this a couple of times and it's great fun.)

Just keep the plauged city isolated, and eventually things will run their course.