The linkage between theory and practice in educational leadership is a subject of great interest and concern in the world today. This paper offers a critical analysis of the issues with regard to the need of strengthening linkages between theory and practice in educational leadership in pluralistic societies. According to Musaazi (1982) in his book The Theory and Practice in Educational Administration, there should be a link between theory and practice in educational leadership and administration in order to ensure understanding and effective practical ways of doing things in education. The practices in educational leadership and management should be informed by the theories in educational leadership, management and administration. On the other hand, a theory without practical application is of no use at all. In order to drive a car properly and to avoid causing accidents, one should first understand the theory and practice of how to drive a car before a driver licence is issued. In education, the modern educational leadership with a vision in schools should have knowledge in leadership theories and practices in educational management and administration. Effective school principals should have theoretical and practical knowledge in the participation of stakeholders, i.e. ministry of education, department of education in various regions, curriculum specialists, school managers, lecturers, teachers, learners, parents, institutions of higher learning, private sector, industries, non-governmental organisations, unions, school boards, educational councils and the community. The effective school leadership should also have theoretical and practical knowledge in decision-making, democratisation, change and reform, planning, conflict resolution as well as effective communication in education. Effective educational leaders are pro-active rather than re-active to educational change and reform. There is therefore a great need in strengthening linkages between theory and practice in educational leadership.