It depends on what you mean by "really lose his leg".
As you mentioned, in the Manga:
He actually loses his leg on the tall, rocky island they wash up on. After giving Sanji all his food and lying to the boy that the larger bag that he kept himself were his rations (knowing that the boy would never accept it if he found out that he had no food with him at all, only treasure), he smashed his leg off with a large rock and ate it to stay alive.Source
Whereas, in the Anime:
Zeff's leg caught on debris during the rescue, and he had to cut it off in order to get Sanji and save them both. He does this by wrapping a chain around the trapped leg and letting the force of the ships sever it.Source
Since the Anime is adapted from the Manga and not the other way around, if one of the two versions had to be chosen as the official one, it would have to be the Manga one. Eiichiro Oda meant for Zeff to lose his leg as means of satisfying his hunger, indicating the severity of Sanji and Zeff's predicament while they were stranded on the island.
As mentioned in the article on Zeff:
The change was due to censorship, as it was considered too much of a shock for young children.
It is specifically addressed by Oda in SBS Volume 15:
D: When I watched the One Piece anime, at the same part of Volume 7, Chapter 57, "Dreams Have a Reason" it says the reason Zeff lost his leg got torn off in the shipwreck... did they change that in consideration of the young children watching the show?
O: Yes. Hearing "eat your own leg" in that episode would be too much of a shock for young children. When you consider that a medium such as television has tens of millions of viewers, to neglect such a consideration would be a terrible mistake. It's amazing that all those animators can continue to create such wonderful shows while still thinking about these things all the time!! If you can feel the love when you watch the show, everyone please send fan letters to Toei Animation. It'll cheer everyone up there.
