It means that I have many other things that are more important/serious/troubling to worry about. We use this expression to say that something is really not that much of a problem--"that's the least of my worries!"

If you can understand this story then I feel you will understand that phrase. Once upon a time there was a girl named Angelic. At 8:00am, Angelic received a letter from the government that she will lose her house unless she paid $100,000 by Tuesday. At 8:15am, Angelic received a phone call from the vet that her puppy has cancer and it will cost $20,000 to cure him. At 8:30, Angelic remembered that if she did not turn the oven on she could not bake her delicious cookies, but that was the least of her worries.

It means exactly what it says. The least = the least important There are big worries and there are small worries. Your smallest worry is the "the least of your worries". In other words, it's not important to me at all.

Thank you Mona lisa

I not sure if is it correct, byt I would like to say that all my matters are the least of my worries. ;o) It is very nice question. Greetings ;o)