In this paper, we are concerned with a class of quaternion-valued cellular neural networks with time-varying transmission delays and leakage delays. By applying a continuation theorem of coincidence degree theory and the Wirtinger inequality as well as constructing a suitable Lyapunov functional, sufficient conditions are derived to ensure the existence and global exponential stability of anti-periodic solutions via direct approaches. Our results are completely new. Finally, numerical examples are also provided to show the effectiveness of our results.