My two both have harnesses and leashes! I think it is possible to train them but can sometimes be a long (and funny) process!!
If you atert off by letting them wear their harness around the house for a couple of minutes - increasing it daily - then they will realise that it isn't too bad. Then add on the leash and let them take you around the house!
When they - and you - feel comfortable with that, then you can take them outside!!
You may experience jelly legs or similar when you first try it on your kitties! They look like you have added a ten tonne weight to their backs!!
But it does improve!
Also, cats walk humans and not the other way round!
Good luck with it!! I am sure you'll have fun!