Australian actress, Margot Robbie, has done steamy, nude scenes with Leonardo DiCaprio for the movie, "The Wolf of Wall Street." These scenes have got her the much coveted media and audience attention, and critical praise, as well.

The actress, 23, said to PEOPLE Magazine that she is honoured to be part of "The Wolf of Wall Street." She called the chance to work with Leonardo "unbelievable."

Margot revealed that Leonardo is her favourite actor. The Golden Globe winning actor has now become Margot's big, wonderful brother. "He took me under his wing and always looked out for me, which is really nice," she said.

Talking about her kissing scenes with Leonardo, Margot said that the scenes were not romantic when they were shooting them. There were no fireworks, either. They had to do "takes in 17 hours" and it was "just hot and sweaty."

The young Australian actress also had to film a lot of nude scenes. She confessed to the magazine that she was "absolutely petrified" in the beginning.

"No matter how much mental preparation I did, I was still very nervous about it," Margot said, adding that at the end of the filming, the nudity was so much that the undressing did not faze anyone.

"Now I have no concept of modesty anymore! It's funny how quickly I've got desensitized to that," the actress said.

The actress had revealed on "Jimmy Kimmel Live!" that she did not tell her parents about the nude scenes. She had kept it a secret for a long time. It was a "small point of contention" with her family, the actress had said.

She had told her parents that she is not doing any nude scenes in "The Wolf of Wall Street." The actress said that she realised that her parents will eventually find out when they will see the movie. Margot had said that the lie evolved to "Well actually it's a body double, and they just CGI-ed my head onto someone else."