She said on GMA: "(Stealing) was pretty hard and half of it is having the guts to actually go and steal but it is lot easier on a set where you know you're not going to get in trouble.
"But [Apollo] asked me to do it to actual people sometimes and it was terrifying."
While her co-star Will Smith revealed how he successfully shoplifted some gum, the Wolf On Wall Street star had far less success.
Robbie explained: "One of the office PAs came in to drop off paperwork and [Apollo's] like, 'Take his phone' and [the assistant] caught me with my hand in his back pocket - which is extremely awkward."
Luckily for the actress, one thing that was not awkward on set was the chemistry between her and her on-screen love interest Will.
The Aussie star said their chemistry was immediate: "I don't think anyone was expecting it, especially me.
"But when I walked into the room we got on immediately and we just had this great rapport and we started doing a scene and improvising and it was just there already."
Robbie said her co-star's acting ability blew her away: "Will could have you tearing up in one take and hysterical in the next, he can flip it that quickly."
The pair will be joining forces again when they start filming later this year on the highly anticipated Suicide Squad - or as the actress calls it "round two".
Robbie is playing graphic novel bad girl Harley Quinn.
She said on the role: "They are big shoes to fill I just want to make everyone happy all the fans and do Harley justice."
In the film, Smith stars as a veteran con man who is trying to get out of the business but then Margot, a woman from his past who has become quite the femme fatale, shows up and throws his plans for a loop.
Focus is released in New Zealand on March 5.
Read more: The marvel of Margot
- Daily Mail