I'm experiencing the same issue. It's weird.
I was working on a game previously and had no memory leak issues (I'm looking at it right now in Windows Task Manager - the memory usage stays the same in my game menu even though I'm drawing multiple images to the screen). I just started a new project and noticed that the memory increases by 4kb every second; and there isn't anything even being drawn to the screen.
In my new project, I added a RectangleShape with a simple border. Once I draw it to the screen, the memory increases by 40kb/sec (when I view through Windows Task Manager).
Thoughts on what it could potentially be? Like I said, my older project had no memory issue. With my new project that has barely any code in it, I'm having the memory issue.
Edit: I'm not using different versions between projects, btw.