I personally recommend to use Visual Leak Detector reason it is a free, robust, open-source memory leak detection system for Visual C++.
It's easy to use. After installing it, you just need to tell Visual C++ where to find the included header and library file.
Then it can be used with any C/C++ project simply by adding the following line to your code:
When you run your program under the Visual Studio debugger, Visual Leak Detector will output a memory leak report at the end of your debugging session. The leak report includes the full call stack showing how any leaked memory blocks were allocated. Double-click on a line in the call stack to jump to that file and line in the editor window.
The project was originally developed by Dan Moulding, but they are no longer supported. Features of version 2.0 are implemented by Arkadiy Shapkin.
Another if you are interested you can try,
Deleaker is a Visual C++ extension and standalone application for memory leak detection - memory, GDI, and handles so far.