is there any way to leave country after marrying an US citizen, before getting a green card?

From the tone of your inquiry, I will assume that you are not subject to a two-year home residence requirement by virtue of your J-1 status.  If not subject, in answer to your question, a better solution is for you to marry, apply for adjustment of status to permanent residence on form I-485, and request advance parole to travel in the interim on form I-131 (application for travel document). Such would be issued approximately 90 days after the filing of the application. If you leave the U. S. and reenter on the J-1 right before you marry to a U. S. citizen and apply for permanent residence, there may be questions during the interview as to your true intent in coming back to the States and whether you misrepresented your true purpose in returning. Due to the limitations of the Lawyers.com Forums, Alan Lee, Esq.'s (the "Firm") participation in responding to questions posted herein does not constitute legal advice, nor legal representation of the person or entity posting a question. No Attorney/Client relationship is or shall be construed to be created hereby. The information provided herein by the Firm is general, and requires that the poster obtain specific legal advice from an attorney. The poster shall not rely upon the information provided herein as legal advice nor as the basis for making any decisions of legal consequence.  

Afifer you marry you can ask for advanced parole when you apply to adjust status.  That will allow you to travel while your green card is being processed.