Animals can finely modulate their leg stiffness to interact with complex terrains and absorb sudden shocks. In feats like leaping and sprinting, animals demonstrate a sophisticated interplay of opposing muscle pairs that actively modulate joint stiffness, while tendons and ligaments act as biological springs storing and releasing energy. Although legged robots have achieved notable progress in robust locomotion, they still lack the refined adaptability inherent in animal motor control. Integrating mechanisms that allow active control of leg stiffness presents a pathway towards more resilient robotic systems. This paper proposes a novel mechanical design to integrate compliancy into robot legs based on tensegrity - a structural principle that combines flexible cables and rigid elements to balance tension and compression. Tensegrity structures naturally allow for passive compliance, making them well-suited for absorbing impacts and adapting to diverse terrains. Our design features a robot leg with tensegrity joints and a mechanism to control the joint's rotational stiffness by modulating the tension of the cable actuation system. We demonstrate that the robot leg can reduce the impact forces of sudden shocks by at least 34.7 % and achieve a similar leg flexion under a load difference of 10.26 N by adjusting its stiffness configuration. The results indicate that tensegrity-based leg designs harbors potential towards more resilient and adaptable legged robots.