It's one DiCaprio could have easily succumb to during almost 25 years in the industry.
Yet addiction has never been in his nature.
It's clear from talking to the Los Angeles native that it's acting which gives him a buzz like no other and while starting out so young could have easily seen his passion dwindle by now, it's far from the case.
"The truth is my attitude about what I do has never changed. I look back at myself at 15-years-old and some of the choices I made at a very young age and I'm actually pretty proud of myself. I had a lot of opportunities and I wanted to do what I wanted to do and that had a lot to do with the movies I had seen.
"I had seen so much artistry in the past and said to myself, 'I have to do something that good someday.'
"That craving never leaves you.
"Whatever anyone thinks about me as an actor, I am somebody who is grateful for the opportunities and always trying to infuse what I've learned from some of these great people."
One of those greats is legendary director Martin Scorsese, a friend and mentor who has been working with DiCaprio consistently since 2002's The Gangs of New York. The pair then teamed up for The Departed, The Aviator and Shutter Island.
But it's their latest project, The Wolf of Wall Street, on which they clearly had the most fun.
"It's the first time in a long while that Leonardo's letting loose, gloves off, having a great time and just doing some crazy things," says producer Riza Aziz. "It's a different Leonardo you'll see in this movie."
As for Scorsese, "I think he never had a better time making a movie," says DiCaprio.
Adapted from the memoir of Wall Street crook Jordan Belfort, the film chronicles the life of the famed fraudster, who swindled $US200m out of investors to fund his outrageously debaucherous lifestyle in the nineties.
After outbidding Brad Pitt for the rights to the book, DiCaprio spent more than five years developing the movie, which also stars Matthew McConaughey and Jonah Hill. He worked closely with Belfort, who after serving 22 months of a four-year sentence in 2004 is now sober and making a living as a motivational speaker, with some of his earnings used to pay back investors (and any funds he makes from the film also going to the victims).
"He told me everything. Everything. It was bizarre at times. It was shameless. But it was amazing material to put on screen.
"Everyday was a new adventure. Somebody would bring something up and the film would take a different colour palette than we ever imagined. Between Matthew and Jonah we had no idea what was going to happen from day-to-day and the more I became Jordan the more insane this movie became ..."
Like the day DiCaprio suddenly remembered Belfort telling him he once had a roller-skating chimpanzee giving out tickets to stockbrokers at a party - an anecdote which lead to Scorsese's team flying in a roller-skating chimpanzee from Florida.
It's those crazy scenarios of Belfort's life which DiCaprio wanted to portray as truthfully as possibly, while bringing to life a story he sees as the "epitome of American greed".
"Greed is inherently something that is in the human being. It's the way nature works.
"But it's up to us as the human race with developed minds to make moral decisions and live harmoniously with others and not take advantage.
"We are supposed to be the ones who are beyond that. We're supposed to be the highly-developed species out there!"
The Wolf of Wall Street is out now.
