I have got a leopard gecko and he is due to shed but he eyes have turned white could this be to do with him shedding or not?
You have to be careful with Leopard Geckos (Eublepharis macularius) eyes. Unlike snakes or other lizards they have true eyelids and not a spectacle. For this reason the actual "eye" itself does not shed and therefore you do not see the colour "hue" that you see with other species which is fluid accumulation between the old and the new layer prior to actually releasing the outer layer (last phase of shed).
The eye itself should be clear ie you should be able to see the pupil and iris (colour) around this. If you cannot see these then it suggests that there is corneal disease like corneal oedema with a whitish or bluish tinge over the eye or even infection. Infections of the cornea (superficial part of the globe) can potentially lead to panophthalmitis (infection of the entire eye), spreading of the infection (septicemia) and death. If this is happening then the best thin is to go straight to your reptile vets as treatment will be required.
A common disorder in this species is a vitamin A deficiency which may lead to whats called a squamous metaplasia which can affect the Eustachian tube and lead to ocular disorders including infections. Often infections will atract heterophils which can form pus (quite solid in reptiles) and periocular swelling (around the eye) may develop. Most of these cases do need veterinary intervention. Many geckos may have these recurring problems with scar tissue formed in which case this can be an ongoing intermittent problem. Optimal diet and supplementation is required to prevent this. You may achieve this by gut loading the insects (feed them vegetables, many contain vitamin A or vitamin A precursors) and dusting the insects with a multivitamin powder.
Hope this helps!