You can shred your leaves using a mulching lawn mower, a leaf shredder, a leaf vacuum/shredder, or even a do-it-yourself setup using a weed whacker inside a trash can.
After mulching leaves on your lawn, you may see leaf shreds both on the surface of the grass and in between the blades of grass. They should not be of the density or size (under 1 square inch) that will block light and/or smother the turf. Over the winter, those leaf shreds on top of the grass should fall into the root zone soil, as well. There, they will decompose naturally by mid to late spring.