The survivalist drama about the 19th century fur trapper Hugh Glass is leading in the nominations with 12 nods including the best director for Alejandro G Inarritu.
"I am so grateful to the Academy for their recognition of this film. Making 'The Revenant' was one of the most rewarding and collaborative experiences of my life," DiCaprio, 41, said in a statement.
The actor thanked Inarritu for making the film possible, which was shot in sub-zero Canadian winter.
Inarritu, who won the best director Oscar last year for "The Birdman", said it meant a lot to be appreciated for the movie.
"I am in London and just heard the good news! We gave it our all on this film and this appreciation from the Academy means a lot to me and my colleagues who made it possible. Champagne and Mezcal will run tonight!," said the director ahead of its premiere here.