DiCaprio starred in The Wolf of Wall Street.
The Wolf of Wall Street (2013 film) . Leonardo DiCaprio ( who also co-produced the film ) stars as Belfort , with Jonah Hill as his business partner and friend Donnie Azoff , Margot Robbie as his second wife Naomi Lapaglia and Kyle Chandler as Patrick Denham , the FBI agent who tries to bring him down . The film did not win in any category , although DiCaprio did win Best Actor -- Motion Picture Musical or Comedy at the 71st Golden Globe Awards , where the film was also nominated for Best Picture -- Musical or Comedy .