Dear David:

You wrote:
> Please end an argument I have with a friend.
>
> “No military leader would say that it is not difficult”
>
> Is this a double negative???
>
> Thank you
>
No, it is not. The two negatives modify two different words: “leader” and “difficult.” It is only a double negative if they modify the same word or one negative modifies another negative.

This style is commonly used for understatement. You could say “Any military leader would say that it is difficult,” but it does not have same understated effect.