The potting mix in the picture above looks rather heavy, and overwatering may have led to root rot. Even with letting the mix dry leaves would still be lost as there are no longer enough roots to support them. To check if this is the case unpot the plant and look at the roots. They should be white to light tan; any other color and you've got some rot. In a case like this I like to take leaves that are still healthy and restart the plant. The plant above doesn't seem to be sunburned, so I don't think your issue is there, but direct afternoon sun can easily lead to this, so keep an eye on it.

My guess is over watering. I agree that your best bet is to take a leaf quickly, and restart your violet. I have mine in a south window, and most days they get some direct sunlight. I'm not implying that's best, but it's working for me. You definitely need to lighten your soil mix with perlite, mixed 50/50 with AV potting soil. Be careful not to use Miracle Grow perlite though, as it contains fertilizer, and with the fertilizer that's already in the potting soil, it's too much.

Sue

Thank you for alerting me to the fact that the Miracle Grow products are 'enriched' with fertilizer (both the perlite, and the sphagnum moss are adulterated this way). I had only put a top dressing of sphagnum moss on the plant, covering the soil which the plant was shipped in, but now I am concerned that the fertilizer in the sphagnum moss may be too strong for a plant that is already struggling. I don't know why they would put fertilizer into every product that they sell- it seems like that reduces the versatility of the product.