This page > Settings > Discussion
Discussion settings is where you set up defaults for comments.
We can also override the default settings and enable or disable future comments on any individual post or page.
Note: By default, new blogs on WordPress.com will have the Discussion hidden. You can reveal it by clicking on Screen Options http://en.support.wordpress.com/screen-options/ on the top right corner of your Admin page, and checking the box that says Discussion so the module is included. http://en.support.wordpress.com/modules/#list-of-modules
If you still see a "leave a comment" link then note you can't change any theme elements without purchasing an annually renewable custom design upgrade and doing the CSS editing required.
Important note: CSS editing is theme dependent. In some themes, elements cannot be hidden independently, as they are in the same selector as the other meta data elements such as author, date, categories and/or tags, and perhaps even the “leave a comment” link, which means if you hide one, then you hide them all.