The handsome actor credited his parents, specifically his mum, for his award win.
His mother, Irmelin, divorced his father George DiCaprio when he was just a year old.
He said backstage following his win: ‘I wouldn't be doing any of this if it weren't for her, both my parents.’
The actor decided to leave his Victoria’s Secret model girlfriend Toni Garnn at home, bringing his mother to the glitzy awards ceremony instead.
Leo continued to praise his mother, owing his career success to her life-long support.
‘She supported this little kid who said, 'I want to be an actor,' at 12 years old, which is ridiculous, and she drove me to all these auditions. She's the only reason I'm able to do what I do.’
When the actor was asked if his mother was hoping he would be settling down anytime soon, he said: ‘It's irrelevant to her what I do.’
The actor was also asked about what his parents thought about the levels of raunchiness in his movies.
He said: ‘to tell you the truth, it didn’t faze them whatsoever. I mean, I was reading underground comics in the back of my dad’s station wagon that were much more gratuitous than this at 10 years old, so nothing really affected them on that level.’
You can catch Leo's award winning performance when Wolf of Wall Street is released on January 17.