Margot Robbie feared she was ‘going to stab’ Leonardo DiCaprio during iconic Wolf of Wall Street scene

Margot Robbie thought she was ‘going to stab’ Leonardo DiCaprio during that iconic scene in The Wolf of Wall Street.

The Martin Scorsese classic follows the real life story of millionaire stockbroker Jordan Belfort, played by Leonardo DiCaprio.

Meanwhile, Robbie featured in what would be her breakout role as Naomi Lapaglia, Belfort's fictional second wife.

On-screen, we watch the pair endure a volatile relationship, highlighted in one of the most memorable scenes in the movie.

After Naomi catches Jordan cheating, as a punishment, she brilliantly seduces him while keeping him at arm’s length.

By placing her heel on his face, the alcohol and drug-fuelled financier is reminded how much he screwed up.

Though it got a big laugh at the cinemas, Robbie said she was seriously worried about stabbing him in the face.

Margot Robbie and Leonardo DiCaprio in The Wolf of Wall Street (Paramount Pictures)

In a 2023 interview with Vogue, she said: "I remember being really worried that I was going to stab Leo in the face.

"My first scene in the movie I’m wearing this vintage Herve Leger bandage dress.

"For Naomi, for this character it’s like her sexuality was her currency in this world -- especially the effect she could have on Jordan was the way she could control and manipulate situations.

"So, what she wore was very much a part of that. Or what she didn’t wear."

Previously, Robbie shared the embarrassing moment when DiCaprio's e-cigarette got stuck in her butt crack.

The Wolf of Wall Street was Margot Robbie's breakout role (Dave M. Benett/WireImage)

Recalling the unusual sex scene, Robbie told The Talk in 2015: "I don’t know if he wants me telling this story, but we’d just finished this scene and Leo always carries an e-cigarette with him, like all the time.

"So he hid it under a pillow while we were shooting.

"Afterwards...he’s like, ‘Where is it? Where did I put it? I had it right here’.

"I was looking around with him – both still sitting in this bed – and then I went, ‘Oh, um, it’s literally, like, in my butt crack. I’m sitting on it. I am so sorry’.

"He probably threw it away. It was so embarrassing.

"So yeah, sex scenes are super sexy."

Also referring to the shoot as 'weird' and 'embarrassing', she told Porter magazine: "It doesn't come across when you're watching the movie, but in reality we're in a tiny bedroom with 30 crew crammed in.

"For 17 hours I'm pretending to be touching myself.

"It's just a very weird thing and you have to bury the embarrassment and absurdity, really deep, and fully commit."