The 39-year-old actor was challenged back on August 19 by former soccer star David Beckham, reported Us magazine.
DiCaprio, who famously died in freezing water in the 1997 blockbuster 'Titanic', posted a video on Facebook as he accepted the challenge.
"Hello from Lake Athabasca, we're here learning about the Canadian tar sands. We took a moment to join the #IceBucketChallenge movement in support of the ALS Association," the 'Wolf of Wall Street' actor wrote on his Facebook page.
"My friends Chief Adam of the Athabasca Chipewyan First Nation challenges Dave Collyer, president of Canadian Association of Petroleum Producers, Chief Courtoreille of the Mikisew Cree First Nation challenges Mark Little of Suncor Canada, and Sierra Club President Michael Brune challenges Shell CEO Ben van Beurden. And me? In addition to a donation from my foundation, I challenge Canadian Prime Minister Stephen Harper," he added.