In this paper we describe central extensions of some nilpotent Leibniz algebras. Namely, central extensions of the Leibniz algebra with maximal index of nilpotency are classified. Moreover, non-split central extensions of naturally graded filiform non-Lie Leibniz algebras are described up to isomorphism. It is shown that $k$-dimensional central extensions ($kgeq 5$) of these algebras are split.