The champions suffered an early blow when McGuire limped off with a knee injury and although they fought back from 6-0 down at half-time to lead 10-6, Kevin Penny's 68th-minute try sealed a memorable win for Warrington at Headingley.
Leeds, who gave debuts to Brett Ferres and Keith Galloway, will be concerned over the fitness of their new skipper with the World Club Challenge clash with North Queensland just a fortnight away.
The Rhinos looked anxious in the opening minutes, with Zak Hardaker, the reigning Man of Steel, and Liam Sutcliffe both producing handling errors, but the visitors were unable to make much of their early pressure.
McGuire began hobbling on 29 minutes after taking a knock on his knee and limped off two minutes later to be replaced by youngster Jordan Lilley.
Leeds troubles' worsened four minutes before the break when they conceded the first try of the game.
Australian half-back Chris Sandow opened the scoring, taking a pass from Brad Dwyer and wrong-footing Joel Moon to touch down.
Kurt Gidley, one of six debutants in the Warrington line-up, added the conversion to make it 6-0 but it was all square six minutes into the second half when prop Brad Singleton took Rob Burrow's pass and powered his way through a trio of defenders to touch down.
Hardaker added the goal and the Rhinos, with all the ball, went in front on 54 minutes when slick handling by Moon and Lilley created the space for England winger Ryan Hall to cross at the corner.
It had been all Leeds in the third quarter but when the Wolves managed to get their hands on the ball they were always a threat and they regained the lead on 67 minutes when makeshift centre Ben Currie collected Sandow's kick over the defence to send Penny in for their second try, which Gidley converted.
Leeds had a chance to claim a share of the spoils when Lilley was obstructed as he followed his own grubber kick but Hardaker made a hash of his 30-metre penalty attempt.