Class inside itself and memory leaks

//.h
class MyClass{
public:
 MyClass();
 virtual ~MyClass();
 
 MyClass* prev;
 void Set_Prev(MyClass& cap);
};
 
//.cpp
void MyClass::Set_Prev(MyClass& cap){
   prev = new MyClass();    
//Why are you doiing this. here you are allocating memory for it and then not using it at all  and in next line you have attached the pointer to something else coming from outside. so there are as many objects leaked as many times you call this fucntion. remove this line.
   *prev = cap;
}

//.cpp
void MyClass::Set_Prev(MyClass& cap){
if(prev != 0)
{
   delete prev;
   prev = 0;
}
   prev = new MyClass();

   *prev = cap;   //just make sure you have proper copy constructor doing deep copy not shallow one.
}