Paul Wotton and Akos Buzsaky went close for the Pilgrims early on and Scott Taylor hit the post after dispossessing Foxes defender Darren Kenton.
Leicester keeper Lars Hirschfeld also saved well from Taylor before the break, while at the other end the visitors struggled to create chances.
Buzsaky and Steve Milne had further chances for Plymouth after half-time but they could not find a breakthrough.
Leicester manager Craig Levein:
"I have seen a lot of players that have done well for us leave - but that is football and we will bring players in over the summer. "I hope to have things in place before pre-season and we can work together and get a good pre-season under our belts.
"Hopefully we will be bringing another four players in."
Plymouth: McCormick, Worrell (Summerfield 77), Doumbe, Coughlan, Gilbert, Norris, Wotton, Gudjonsson, Buzsaky, Chadwick, Taylor (Milne 65).
Subs Not Used: Larrieu, Lasley, Evans.
Leicester: Hirschfeld, Maybury, Kenton (Stearman 67), McCarthy (Heath 35), Sheehan, Hughes, Gudjonsson, Stewart, Connolly, de Vries (Dublin 62), Moore.
Subs Not Used: Dawson, O'Grady.
Booked: McCarthy, Sheehan, Gudjonsson, Moore.
Att: 19,199
Ref: P Armstrong (Berkshire).