The Russian leader who ended the Cold War was Mikhail Gorbachev. He did not exactly intend to end the Cold War. Instead, he instituted reforms that were meant to fix the Soviet Union and make it stronger. The problem (from his point of view) is that the reforms ended up causing the Soviet Union to fall apart and the Cold War to end.
By the time that Mikhail Gorbachev took power in the Soviet Union in 1985, the country was in bad shape. The Soviet economy had never really been anywhere near as strong as the United States’ economy. This meant that it was very hard for the Soviets to keep up with the Americans in military terms. In order for the Soviets to spend enough on their military to keep up with the Americans, they had to really cut back on what sorts of goods and services their civilian population could enjoy. The country was also in bad shape because people were not happy politically. They did not like how repressive the Soviet system was.
Gorbachev did not want to destroy the Soviet Union. Instead, he wanted to make it stronger. If he had succeeded, the Cold War would probably have kept going, if perhaps at a lower level of intensity. To strengthen the Soviet Union, he introduced economic reforms (known as perestroika) and political reforms (known as glasnost). These reforms were meant to make the country stronger economically and to make the people happier, thus increasing their support for the government.
However, these reforms backfired. When the Soviet people were given some freedom, they wanted more. They pushed for more freedom to the point that the communist government lost control of the country and parts of the country broke away. This destroyed the Soviet Union and ended the Cold War.