Converted Leads Displayed in Leads Report

To exclude converted Leads from your report results, apply the following advanced filter: Converted equals False. 
To delete converted Leads:

1. Navigate to Mass Delete Records from Setup:
   1. In Lightning Experience: Setup | Administration | Data | Mass Delete Records
   2. In Salesforce Classic: Setup | Administer | Data Management | Mass Delete Records
2. Use the following filter criteria: Converted equals True.
3. Select the checkbox next to the Leads you wish to delete.
4. Click Delete.

Note: Converted Leads appear in Lead reports. In Lightning Experience, clicking on a converted Lead redirects to the converted Contact. To view the converted Lead record directly, the admin must assign the "View and Edit Converted Leads" permission to the user. Otherwise, access the report in Classic UI.
Mass deletion of converted Leads can also be done via Data Loader. To learn how, review Insert, Update, or Delete Data Using Data Loader.