<?xml version="1.0" encoding="US-ASCII"?>
<!-- Generated by Fujitsu XWand B0126 -->
<link:linkbase xmlns:link="http://www.xbrl.org/2003/linkbase" xmlns:lm="http://www.leggmason.com/20100331" xmlns:xbrldt="http://xbrl.org/2005/xbrldt" xmlns:xbrli="http://www.xbrl.org/2003/instance" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd">
  <link:roleRef roleURI="http://www.leggmason.com/role/StatementOfStockholdersEquity" xlink:href="lm-20100331.xsd#StatementOfStockholdersEquity" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/all" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#all" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-default" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-domain" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/domain-member" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#domain-member" xlink:type="simple" />
  <link:arcroleRef arcroleURI="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#hypercube-dimension" xlink:type="simple" />
  <link:definitionLink xlink:role="http://www.leggmason.com/role/StatementOfStockholdersEquity" xlink:type="extended">
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_StatementLineItems" xlink:label="StatementLineItems" xlink:title="StatementLineItems" xlink:type="locator" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_StatementTable" xlink:label="StatementTable" xlink:title="StatementTable" xlink:type="locator" />
    <link:definitionArc order="10.0" use="optional" xbrldt:closed="true" xbrldt:contextElement="segment" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" xlink:from="StatementLineItems" xlink:title="definition: StatementLineItems to StatementTable" xlink:to="StatementTable" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_StatementEquityComponentsAxis" xlink:label="StatementEquityComponentsAxis" xlink:title="StatementEquityComponentsAxis" xlink:type="locator" />
    <link:definitionArc order="10.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" xlink:from="StatementTable" xlink:title="definition: StatementTable to StatementEquityComponentsAxis" xlink:to="StatementEquityComponentsAxis" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_EquityComponentDomain" xlink:label="EquityComponentDomain" xlink:title="EquityComponentDomain" xlink:type="locator" />
    <link:definitionArc order="10.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" xlink:from="StatementEquityComponentsAxis" xlink:title="definition: StatementEquityComponentsAxis to EquityComponentDomain" xlink:to="EquityComponentDomain" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_EquityComponentDomain" xlink:label="EquityComponentDomain_2" xlink:title="EquityComponentDomain" xlink:type="locator" />
    <link:definitionArc order="20.0" priority="1" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" xlink:from="StatementEquityComponentsAxis" xlink:title="definition: StatementEquityComponentsAxis to EquityComponentDomain" xlink:to="EquityComponentDomain_2" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_CommonStockMember" xlink:label="CommonStockMember" xlink:title="CommonStockMember" xlink:type="locator" />
    <link:definitionArc order="10.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="EquityComponentDomain" xlink:title="definition: EquityComponentDomain to CommonStockMember" xlink:to="CommonStockMember" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_AdditionalPaidInCapitalMember" xlink:label="AdditionalPaidInCapitalMember" xlink:title="AdditionalPaidInCapitalMember" xlink:type="locator" />
    <link:definitionArc order="30.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="EquityComponentDomain" xlink:title="definition: EquityComponentDomain to AdditionalPaidInCapitalMember" xlink:to="AdditionalPaidInCapitalMember" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_RetainedEarningsMember" xlink:label="RetainedEarningsMember" xlink:title="RetainedEarningsMember" xlink:type="locator" />
    <link:definitionArc order="60.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="EquityComponentDomain" xlink:title="definition: EquityComponentDomain to RetainedEarningsMember" xlink:to="RetainedEarningsMember" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeMember" xlink:label="AccumulatedOtherComprehensiveIncomeMember" xlink:title="AccumulatedOtherComprehensiveIncomeMember" xlink:type="locator" />
    <link:definitionArc order="70.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="EquityComponentDomain" xlink:title="definition: EquityComponentDomain to AccumulatedOtherComprehensiveIncomeMember" xlink:to="AccumulatedOtherComprehensiveIncomeMember" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_SharesExchangeableIntoCommonStockMember" xlink:label="SharesExchangeableIntoCommonStockMember" xlink:title="SharesExchangeableIntoCommonStockMember" xlink:type="locator" />
    <link:definitionArc order="20.0" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="EquityComponentDomain" xlink:title="definition: EquityComponentDomain to SharesExchangeableIntoCommonStockMember" xlink:to="SharesExchangeableIntoCommonStockMember" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_EmployeeStockTrustMember" xlink:label="EmployeeStockTrustMember" xlink:title="EmployeeStockTrustMember" xlink:type="locator" />
    <link:definitionArc order="40.0" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="EquityComponentDomain" xlink:title="definition: EquityComponentDomain to EmployeeStockTrustMember" xlink:to="EmployeeStockTrustMember" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_DeferredCompensationEmployeeStockTrustMember" xlink:label="DeferredCompensationEmployeeStockTrustMember" xlink:title="DeferredCompensationEmployeeStockTrustMember" xlink:type="locator" />
    <link:definitionArc order="50.0" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="EquityComponentDomain" xlink:title="definition: EquityComponentDomain to DeferredCompensationEmployeeStockTrustMember" xlink:to="DeferredCompensationEmployeeStockTrustMember" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_IncreaseDecreaseInStockholdersEquityRollForward" xlink:label="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="IncreaseDecreaseInStockholdersEquityRollForward" xlink:type="locator" />
    <link:definitionArc order="20.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="StatementLineItems" xlink:title="definition: StatementLineItems to IncreaseDecreaseInStockholdersEquityRollForward" xlink:to="IncreaseDecreaseInStockholdersEquityRollForward" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_RecognitionOfConversionValueOfSeniorNotesNetOfTaxPursuantToNewAccountingRequirement" xlink:label="RecognitionOfConversionValueOfSeniorNotesNetOfTaxPursuantToNewAccountingRequirement" xlink:title="RecognitionOfConversionValueOfSeniorNotesNetOfTaxPursuantToNewAccountingRequirement" xlink:type="locator" />
    <link:definitionArc order="8000.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to RecognitionOfConversionValueOfSeniorNotesNetOfTaxPursuantToNewAccountingRequirement" xlink:to="RecognitionOfConversionValueOfSeniorNotesNetOfTaxPursuantToNewAccountingRequirement" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueShareBasedCompensation" xlink:label="StockIssuedDuringPeriodValueShareBasedCompensation" xlink:title="StockIssuedDuringPeriodValueShareBasedCompensation" xlink:type="locator" />
    <link:definitionArc order="20.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to StockIssuedDuringPeriodValueShareBasedCompensation" xlink:to="StockIssuedDuringPeriodValueShareBasedCompensation" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_DeferredCompensationEmployeeStockTrustStockholdersEquityImpact" xlink:label="DeferredCompensationEmployeeStockTrustStockholdersEquityImpact" xlink:title="DeferredCompensationEmployeeStockTrustStockholdersEquityImpact" xlink:type="locator" />
    <link:definitionArc order="30.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to DeferredCompensationEmployeeStockTrustStockholdersEquityImpact" xlink:to="DeferredCompensationEmployeeStockTrustStockholdersEquityImpact" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_SharesIssuedDuringPeriodValueDeferredCompensationNet" xlink:label="SharesIssuedDuringPeriodValueDeferredCompensationNet" xlink:title="SharesIssuedDuringPeriodValueDeferredCompensationNet" xlink:type="locator" />
    <link:definitionArc order="40.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to SharesIssuedDuringPeriodValueDeferredCompensationNet" xlink:to="SharesIssuedDuringPeriodValueDeferredCompensationNet" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_AdjustmentsToAdditionalPaidInCapitalEquityComponentOfConvertibleDebt" xlink:label="AdjustmentsToAdditionalPaidInCapitalEquityComponentOfConvertibleDebt" xlink:title="AdjustmentsToAdditionalPaidInCapitalEquityComponentOfConvertibleDebt" xlink:type="locator" />
    <link:definitionArc order="50.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to AdjustmentsToAdditionalPaidInCapitalEquityComponentOfConvertibleDebt" xlink:to="AdjustmentsToAdditionalPaidInCapitalEquityComponentOfConvertibleDebt" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_ExchangeableSharesConvertedIntoCommonStockValue" xlink:label="ExchangeableSharesConvertedIntoCommonStockValue" xlink:title="ExchangeableSharesConvertedIntoCommonStockValue" xlink:type="locator" />
    <link:definitionArc order="60.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to ExchangeableSharesConvertedIntoCommonStockValue" xlink:to="ExchangeableSharesConvertedIntoCommonStockValue" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_EquityUnitsExchangedIssued" xlink:label="EquityUnitsExchangedIssued" xlink:title="EquityUnitsExchangedIssued" xlink:type="locator" />
    <link:definitionArc order="70.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to EquityUnitsExchangedIssued" xlink:to="EquityUnitsExchangedIssued" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_SharesIssuedToEmployeeStockTrustPlans" xlink:label="SharesIssuedToEmployeeStockTrustPlans" xlink:title="SharesIssuedToEmployeeStockTrustPlans" xlink:type="locator" />
    <link:definitionArc order="80.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to SharesIssuedToEmployeeStockTrustPlans" xlink:to="SharesIssuedToEmployeeStockTrustPlans" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_DistributionsAndForfeituresToEmployeeStockTrustPlans" xlink:label="DistributionsAndForfeituresToEmployeeStockTrustPlans" xlink:title="DistributionsAndForfeituresToEmployeeStockTrustPlans" xlink:type="locator" />
    <link:definitionArc order="90.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to DistributionsAndForfeituresToEmployeeStockTrustPlans" xlink:to="DistributionsAndForfeituresToEmployeeStockTrustPlans" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueAcquisitions" xlink:label="StockIssuedDuringPeriodValueAcquisitions" xlink:title="StockIssuedDuringPeriodValueAcquisitions" xlink:type="locator" />
    <link:definitionArc order="100.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to StockIssuedDuringPeriodValueAcquisitions" xlink:to="StockIssuedDuringPeriodValueAcquisitions" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_CostOfConvertibleNoteHedgeNet" xlink:label="CostOfConvertibleNoteHedgeNet" xlink:title="CostOfConvertibleNoteHedgeNet" xlink:type="locator" />
    <link:definitionArc order="110.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to CostOfConvertibleNoteHedgeNet" xlink:to="CostOfConvertibleNoteHedgeNet" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_AdjustmentsToAdditionalPaidInCapitalFutureTaxBenefitOnConvertibleNoteHedge" xlink:label="AdjustmentsToAdditionalPaidInCapitalFutureTaxBenefitOnConvertibleNoteHedge" xlink:title="AdjustmentsToAdditionalPaidInCapitalFutureTaxBenefitOnConvertibleNoteHedge" xlink:type="locator" />
    <link:definitionArc order="120.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to AdjustmentsToAdditionalPaidInCapitalFutureTaxBenefitOnConvertibleNoteHedge" xlink:to="AdjustmentsToAdditionalPaidInCapitalFutureTaxBenefitOnConvertibleNoteHedge" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_StockRepurchasedAndRetiredDuringPeriodValue" xlink:label="StockRepurchasedAndRetiredDuringPeriodValue" xlink:title="StockRepurchasedAndRetiredDuringPeriodValue" xlink:type="locator" />
    <link:definitionArc order="130.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to StockRepurchasedAndRetiredDuringPeriodValue" xlink:to="StockRepurchasedAndRetiredDuringPeriodValue" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_StockIssuedDuringPeriodValueConversionOfConvertibleSecurities" xlink:label="StockIssuedDuringPeriodValueConversionOfConvertibleSecurities" xlink:title="StockIssuedDuringPeriodValueConversionOfConvertibleSecurities" xlink:type="locator" />
    <link:definitionArc order="140.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to StockIssuedDuringPeriodValueConversionOfConvertibleSecurities" xlink:to="StockIssuedDuringPeriodValueConversionOfConvertibleSecurities" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_NetIncomeLoss" xlink:label="NetIncomeLoss" xlink:title="NetIncomeLoss" xlink:type="locator" />
    <link:definitionArc order="150.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to NetIncomeLoss" xlink:to="NetIncomeLoss" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_Dividends" xlink:label="Dividends" xlink:title="Dividends" xlink:type="locator" />
    <link:definitionArc order="160.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to Dividends" xlink:to="Dividends" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_OtherComprehensiveIncomeAvailableForSaleSecuritiesAdjustmentNetOfTaxPeriodIncreaseDecrease" xlink:label="OtherComprehensiveIncomeAvailableForSaleSecuritiesAdjustmentNetOfTaxPeriodIncreaseDecrease" xlink:title="OtherComprehensiveIncomeAvailableForSaleSecuritiesAdjustmentNetOfTaxPeriodIncreaseDecrease" xlink:type="locator" />
    <link:definitionArc order="170.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to OtherComprehensiveIncomeAvailableForSaleSecuritiesAdjustmentNetOfTaxPeriodIncreaseDecrease" xlink:to="OtherComprehensiveIncomeAvailableForSaleSecuritiesAdjustmentNetOfTaxPeriodIncreaseDecrease" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_OtherComprehensiveIncomeDerivativesQualifyingAsHedgesNetOfTaxPeriodIncreaseDecrease" xlink:label="OtherComprehensiveIncomeDerivativesQualifyingAsHedgesNetOfTaxPeriodIncreaseDecrease" xlink:title="OtherComprehensiveIncomeDerivativesQualifyingAsHedgesNetOfTaxPeriodIncreaseDecrease" xlink:type="locator" />
    <link:definitionArc order="180.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to OtherComprehensiveIncomeDerivativesQualifyingAsHedgesNetOfTaxPeriodIncreaseDecrease" xlink:to="OtherComprehensiveIncomeDerivativesQualifyingAsHedgesNetOfTaxPeriodIncreaseDecrease" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPeriodIncreaseDecrease" xlink:label="OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPeriodIncreaseDecrease" xlink:title="OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPeriodIncreaseDecrease" xlink:type="locator" />
    <link:definitionArc order="190.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPeriodIncreaseDecrease" xlink:to="OtherComprehensiveIncomeForeignCurrencyTransactionAndTranslationAdjustmentNetOfTaxPeriodIncreaseDecrease" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_StockholdersEquityPeriodIncreaseDecrease" xlink:label="StockholdersEquityPeriodIncreaseDecrease" xlink:title="StockholdersEquityPeriodIncreaseDecrease" xlink:type="locator" />
    <link:definitionArc order="200.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to StockholdersEquityPeriodIncreaseDecrease" xlink:to="StockholdersEquityPeriodIncreaseDecrease" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_StockholdersEquity" xlink:label="StockholdersEquity" xlink:title="StockholdersEquity" xlink:type="locator" />
    <link:definitionArc order="6.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to StockholdersEquity" xlink:to="StockholdersEquity" xlink:type="arc" />
    <link:loc xlink:href="lm-20100331.xsd#lm_StockholdersEquityAsPreviouslyReported" xlink:label="StockholdersEquityAsPreviouslyReported" xlink:title="StockholdersEquityAsPreviouslyReported" xlink:type="locator" />
    <link:definitionArc order="8010.0" use="optional" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to StockholdersEquityAsPreviouslyReported" xlink:to="StockholdersEquityAsPreviouslyReported" xlink:type="arc" />
    <link:loc xlink:href="http://taxonomies.xbrl.us/us-gaap/2009/elts/us-gaap-2009-01-31.xsd#us-gaap_CumulativeEffectOfInitialAdoptionOfNewAccountingPrinciple" xlink:label="CumulativeEffectOfInitialAdoptionOfNewAccountingPrinciple" xlink:title="CumulativeEffectOfInitialAdoptionOfNewAccountingPrinciple" xlink:type="locator" />
    <link:definitionArc order="10.0" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" xlink:from="IncreaseDecreaseInStockholdersEquityRollForward" xlink:title="definition: IncreaseDecreaseInStockholdersEquityRollForward to CumulativeEffectOfInitialAdoptionOfNewAccountingPrinciple" xlink:to="CumulativeEffectOfInitialAdoptionOfNewAccountingPrinciple" xlink:type="arc" />
  </link:definitionLink>
</link:linkbase>