Meanwhile, a third added that they have been seen "hanging out with groups of people".
"It's only been a few weeks since the split. Since then, he's been hanging out with friends and family."
DiCaprio has recently broken up with model and actress Camila Morrone after four years together.
The pair were first linked romantically when they took a trip to Aspen, Colorado in 2018. Following that, they were photographed travelling together all over the world - from Paris to Malibu to New York City. They officially debuted as a couple when they sat together at the Oscars in February 2018.
Though they kept the details of their relationship private, Morrone told the New York Times in 2019 that she felt frustrated with the attention drawn by their 22-year age gap.
"There's so many relationships in Hollywood — and in the history of the world — where people have large age gaps. I just think anyone should be able to date who they want to date," she said.
After the split, Morrone is reportedly "doing fine" and "has a big group of friends who really care about her", a source tells People.
Meanwhile, DiCaprio has been spending time in New York City, where Hadid lives with her daughter Khai, who she shares with ex Zayn Malik.
Malik and Hadid welcomed their daughter together in September 2020, separating the following year after an alleged altercation between Malik and Hadid's mother Yolanda.
Hadid's representative told People that she is "solely focused on the best for Khai" and "asks for privacy during this time".