LEONARDO DiCaprio had dog treats placed between his toes during sex scenes with Margot Robbie in The Wolf Of Wall Street to entice a furry co-star to jump on their bed as required.

The Australian actress plays one of DiCaprio's love interests in Martin Scorsese's new comedy drama, but one steamy encounter between the stars' characters - complete with a barking pooch - proved to be far from romantic when it came time to shoot.

She tells the New York Post's Page Six column, "The whole thing ended up being quite comical.

"We (had to) entice this dog to jump in the bed and bite at Leo's feet... so we had dog trainers at the end of the bed (with) dog treats... we're putting chicken liver on Leo's toes."

Robbie admits making love to DiCaprio wasn't all she expected it to be: "We're in a small room, it's hot, it's sweaty, it smells like dog food."