Well, the things other people are right, but I could give you an advice at least. Meaning of your name is important, but there are people who named their babies without big reasons but just sounds pretty. I suggest to you not using too much difficult kanji for both letter (your name リオ should have 2 kanji) even if it looks cool, ok? If you do that, it might be kind of uneasy to see and read. How about "李亜" or "梨亜"? The former kanji "李" means plum, and the latter kanji "梨" means pear (sorry both are fruits, but looks cute and not too difficult!). "亜" means Asia (亜細亜). I prefer 梨亜, Asian pear haha :D What do you think? I met many Korean people in Canada and they have their original name and English name. The reason is that korean name is hard to pronounce, they say. Why they chose that English name is just sounds cute, or it's common name. Like that. I think you don't have to be so sensitive for just kanji. There are many people around the world who have kanji name. Make a list and check meanings, and pick it up! :)

You just wanna know out of curious, right? There're a few girls who were named RIA which sounds pretty close to your name, Lea. You can pick out your favorite from the list Shin-san mentioned. As you know, each Kanji stands for some meanings so maybe you should consider your Kanji name taking it in mind. Personally 莉愛 is the best. 莉 stands for CUTE. 愛 stands for LOVE. It sounds a little bit too self conscious though :)

There are so many kanji which can be pronounced Lea. Every kanji has its own meaning and sometimes combination of characters makes special meaning.　Moreover we believe that the number of strokes is very important for the baby's entire life when we decide his or her name and kanji. So we are very careful to chose kanji for our baby's name. But I don't think you got to be so nervous for your kanji name. Here's examples for your name. The left side of the numbers are kanji for your name. I don't know how to pronounce your name. I mean e of Lea. If it was like e of egg then your kanji names are listed in the page below. http://namae-web.com/onna/re/rea.html If it was like e of English then your kanji name could be http://namae-web.com/onna/ri/ria.html you can choose whichever you like

As far as I understand it, the short answer is that it's not possible. Because you have a foreign name, your name will be written in katakana. The closest thing you can get to kanji is to take the basic meaning of "Lea" and find a Japanese name with the same meaning. I guess the pronunciation will be different...

That is a nice thought. However, I think that it is not possible to write a name in Kanji which is NOT in Japanese. Usually Japanese parents names their child according to their thoughts about the current situation, season etc. For example, if the child is born in Summer, it/she might be named Natsuko (夏子) which means 'child of summer'. I wonder what your name can be in Kanji! I hope any native Japanese helps you with this; I want to know it too! ;)