DiCaprio takes a risk with Gatsby role LEONARDO DiCaprio says he might be setting himself up for disaster by playing the famous, doomed character Jay Gatsby. In an interview with 60 Minutes, DiCaprio, 38, said that taking on such a well-known role was bound to result in disappointment for some fans. "This is one of the most celebrated novels in the world - it's arguably the greatest American novel," he said of F. Scott Fitzgerald's 1925 classic. Everyone has their own connection with this book, so you're almost setting yourself up for disaster in a lot of ways. His work on the film marks his second collaboration with director Baz Luhrmann, after 1996's Romeo + Juliet. Luhrmann recreated the film's New York sets in opulent locations all over his hometown of Sydney, and he says that as a cautionary tale about the dangers of excess, the story is particularly relevant today. "The 1920s was a golden orgy of money," he said. Women's skirts went up, skyscrapers went up, the stockmarket was going up, and it looked like it would never fall. But Fitzgerald, in his book ... predicts that it's all going to crash. DiCaprio denied suggestions that his stint in Australia was as notable for his romantic exploits as his acting. "I'm quite used to that kind of stuff; I don't find it hard at all," he said of the paparazzi attention. We were shooting a major production in Australia and there wasn't anything that horrible said. When asked whether tales of his romantic conquests were true, DiCaprio demurred, saying you can't believe what you read. "Am I a nice boy?" he smiled. I suppose that's subject to interpretation. The Great Gatsby opens in Australian cinemas on May 30.