The 38-year-old actor said that he and Maguire had wanted to work together for long time, reported Digital spy.
DiCaprio and Maguire star in Baz Luhrmann's adaptation of F Scott Fitzgerald's "The Great Gatsby" as Jay Gatsby and his friend Nick Carraway respectively.
DiCaprio even arranged the auditions for his friend after he grabbed his own part in the movie.
"Tobey is great at, you know what he's great at... He will find a way to win, and that's what I've seen happen in his life, too. I've seen Tobey, like Gatsby, say, 'This will happen for me.'
"We've had endless conversations about certain projects and argued with one another and supported one another along the way. We both came from similar upbringings. We had humble beginnings, let's put it that way. We both were these young, very enthusiastic, ambitious young men that really wanted to get our foot in the door," DiCaprio added.