Preheat your oven to 425°F / 220°C. On a large baking sheet, toss the carrots and leeks with olive oil until evenly coated.
Roast for about 30 minutes, stirring once, until the vegetables are tender and lightly caramelized.
While the vegetables are roasting, place the fennel seeds in a small, dry skillet over medium heat. Toast for 1-2 minutes, shaking the pan, until fragrant.
Let them cool slightly, then grind into a powder using a spice grinder or a mortar and pestle.
Transfer the roasted vegetables to a large saucepan or Dutch oven.
Add the ground fennel, vegetable broth, salt, and pepper.
Bring the mixture to a boil, then remove from the heat and allow it to cool slightly for safer blending.
Use an immersion blender to puree the soup directly in the pot until it reaches your desired consistency. Alternatively, carefully blend the soup in batches in a traditional blender. Return the soup to the pot, stir in the lemon juice, and gently reheat.
Taste and adjust seasonings before serving.