there are some things you can improve on.. leg day is the most intense day obviously
1. you can break up your leg day into other days, instead of all in 1 shot
2. are you taking any medications daily? those can upset your stomach
3. make sure you are well hydrated. a trick is looking at your urine, if should be clear, not yellowish
4. are you eating enough? on leg day you should eat more carbs so you can tap into energy. when you exercise you burn through glycogen fast, especially on leg day. so imagine you are a car that runs out of gas and is running on fumes, that is why you feel sick ... a great pre workout meal on leg day is a couple eggs, sweet potato/brown rice, and a piece of fruit.
keep in mind everyone is different.. some guys can go into a workout on an empty stomach and are fine, others need more food for fuel. you have to figure out the right balance.. obviously if you eat TOO MUCH you will also get sick.