The 38-year-old actor plays the role of Jay Gatsby, an eccentric millionaire in the film, reported Digital spy.
The film is based on F Scott Fitzgerald's 1925 novel.
"(It's one of the) most beloved novels of all time. It is a great piece of American literature and everyone has their own personal connection with these characters and these people and they have their own interpretation of Gatsby," Dicaprio said.
"It's intimidating going into a process where you're going to make a film adaptation of something that is this intricate, complex and beloved worldwide because you're almost setting yourself up for disaster," he added.