DiCaprio, 39, dressed casually in jeans, a flat cap and sunglasses, spent some time signing autographs on his way through arrivals at Haneda International Airport, reported Hello! magazine.
Fans congratulated him on his Oscar nod for playing hard-living financier Jordan Belfort in Martin Scorsese's new film.
DiCaprio has already won a Golden Globe and a Critic's Choice statuette for his role in the film.