Leonardo DiCaprio's latest on-screen lover admitted that she was at first "petrified" to take off her clothes for her love scenes with the famed actor in The Wolf of Wall Street.

Breakout star Margot Robbie plays Jordan Belfort's (DiCaprio) manipulative second wife, Naomi, aka "The Duchess." The actress explained to Yahoo Movies that early on filming for the Christmas Day movie it was a bit difficult for her to get comfortable with the flick's love scenes. Though the cast and crew on set did their best to make it "a comfortable environment" to shoot the intimate moments, Robbie said, "it's still incredibly daunting and uncomfortable."

"You just have to grit your teeth and do it there is no other option," she added. "The sooner we get it done, the sooner you can put your clothes back on. So it really was like, "OK, be the character. She would do it, do it." It was weird, but by the end of the film everyone was so used to getting undressed that we didn't care. You took your robe off easily. But the first time? Definitely, I was petrified."

'The Wolf of Wall Street' Review: A Story of American Greed & Lust Like It's Never Been Told Before

On camera, Robbie's character is anything but shy and nervous. Naomi seduces Jordan several times and "it was fun to wield that over him," the Focus star said.

Naomi and Jordan live an over-the-top lifestyle appropriate for the those extremely wealthy, which they are in the film. However, there was nothing glamorous about how the lead stars met in a studio audition room in New York. Robbie recalled the first time she was introduced to DiCaprio.

"He still had his giant beard and long hair from Django Unchained because he had just wrapped filming. And I walked into the room and for a heartbeat I thought, 'Who is that? Someone sort of homeless-looking in the corner?' And that was Mr. DiCaprio," she said. "And then a few minutes later we're doing our scene and I ended up getting carried away and hitting him in the face. So our first encounter was a little interesting but that definitely broke the ice and we've had a great working relationship ever since."

Watch the trailer for The Wolf of Wall Street below.

Tags: wolf of wall street Leonardo DiCaprio Margot Robbie