Physical Rehabilitation Exergames (PREGs) are suitable for motivating patients towards treatments. Thus, motion sensors are used to enable patients' interaction with a PREG. Leap Motion is a motion sensor that may be useful for developing PREGs targeted at hands and fingers rehabilitation. Knowing the advantages and limitations of Leap Motion may be relevant for developers to understand under which conditions or in which cases this sensor may be suitable. In this paper, we present a qualitative study, which included a series of interviews with a group of PREGs developers and a physiotherapist, to identify the main advantages and limitations of Leap Motion for developing PREGs. We employed Thematic Analysis to analyse the collected data. We found that the limitations and advantages of Leap Motion are related to technology maturity, and characteristics as development and/or rehabilitation tool. The findings showed that Leap Motion is suitable for developing comfortable PREGs for some hand and fingers rehabilitation movements with a moderate development effort. However, the development maturity of the technology may represent limitations related to reliability and robustness. Our findings may allow PREG developers to guide decision making during feasibility analysis and design stages of PREGs targeted at hands and fingers.