The Battle of Bosworth may be an example of sorts.
In 1485, Henry Tudor led an army through Wales and into England to challenge the English king Richard III. They met at Bosworth Field.
In the midst of the battle, Richard noticed that Henry's personal attachment of troops looked rather light and undisciplined. Richard decided to attempt to take advantage of that and led his vanguard of troops on a charge through the field to attempt cut the head off the snake in the hopes that by killing Henry, the threat would be eliminated and the battle won in a single blow.
Henry's troops, however, reformed and absorbed the King's charge. Some of Richard's troops did manage to get to Henry, who suffered several attacks. Henry's own troops reported that for a while they were unsure if the claimant would be able to withstand the onslaught. Henry did, and it was instead Richard who was felled from his horse and eventually run through by an anonymous pikeman.
Realistically, it is not known if Richard and Henry actually fought each other personally, man-to-man. But their individual vanguards did meet as a result of Richard's charge. That's about as close an example as I can think of.
There's a lot of other melee warfare history out there that I'm not familiar with, though, so maybe someone will be able to give you a better example.
Europe only or including East Asia and South America or Hawaii? I.e. Are you imagining European knights doing single combat or other cultures?
According to Xenophon, Cyrus the Younger led a charge against his brother Artaxerxes II at Cunaxa and actually managed to engage his brother, wounding him. However, before he could finish of Artaxerxes, Cyrus was killed by a member of Artaxerxes' bodyguards.
In the Roman Republic/early Empire, there was a concept of "Spolia opima", which was the armor, weapons and other things an enemy general would wear. When a Roman general defeated an enemy commander, they could strip the enemy commander of the aforementioned items and that would be the "Spolia opima", rich spoils. The spoils would then be used in a religious process and e dedicated to Jupiter. There were incredibly few examples of these occurences, but Marcellus killed a Gaulish king during the Second Punic War.
Well, back to your question, according to Anthony Everett's "Augustus", Drusus, Germanicus' father, brother of Tiberius and stepson of Augustus was obsessed with the "Spolia opima" and "used to chase German cheiftains across the battlefield at great risk to himself".
In feudal Japan off the top of my head, the most famous duel that may not have even happened would have been during the Fourth Battle of Kawanakajima, which occurred between two of the most powerful families during the Sengoku (warring states) period, the Uesugi (lead by Uesugi Kenshin) and the Takeda (lead by Takeda Shingen). The common myth is that (and of course, you'll probably here several variations or more of this), during the battle, Kenshin, frustrated at how it was faring for his side, charged through the Takeda camp into Shingen's stay area. Here, Kenshin cut at Shingen several times where the latter, unable to defend himself with his sword, had to use a tessen, or an iron war fan, to defend himself instead. After a few cuts to Shingen's armour, Shingen's guard drove Kenshin off by harassing his horse away.
That's the myth, however logically (and historically) it's very unlikely this (or any other duels between leaders) happened, for a couple of reasons. First off, they were meeting during a battle, and since both camps were highly likely to be guarded or at the very least filled with thousands of soldiers, so charging straight in with just your personal guard (remember, you'll also have to somehow circumvent the vanguard of the attacking force and the scouts/reconnaissance units set up around the camp) is almost certainly a guaranteed death.
Secondly, there are such things as kagemusha, or decoys - this raises a point that some people suggest, in that it was possible that the Kenshin that charged into Shingen's camp was fake Kenshin, and then possibly that the Shingen in the camp was a decoy as well. It also suggests that there would be multiple 'disguised' main tents where these decoys would be in, and thus the probability that it just so happened that fake/real Kenshin met fake/real Kenshin and it was significant enough to be recorded.
However, with all that being said, this is already borderline tinfoily theorising for the sake of it - whether or not the duel actually happened or not is very much up to debate.
Another example would be When Rome declared war on Veii in 437 BCE and sent an army to besiege the city. Aulus Cornelius Cossus fought the King of the Veii Lars Tolumnius and slain him in a deul. However, it should be noted that Aulus Cornelius Cossus was not the overall commander and was only a tribunus militum(military tribune), therefore might be a little off from your question. This story was written in Livvy accounts of early Roman history and seems to be historiacally credible.
hi! fyi, you'll find more discussion in the FAQ
there have also been a bunch of questions about duels between champions (as opposed to the leaders themselves); if you're interested in that, let me know & I'll dig some up