It’s hard to surprise Leonardo DiCaprio, so how did hot newbie Margot Robbie manage to do so on the set of their film The Wolf of Wall Street? By telling him to get out of her light!

Robbie told Manhattan Magazine that during one of their sexy scenes, the actress took control. "We were positioned while they lit around us in one scene, and I kind of pushed Leo's head to one side and told him he was in my light and he moved out of [it]," Robbie said. "He was so incredulous that I had told him to get out of my light, and physically moved him out of the way, he was like, 'Did you really just do that?'"

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"I don't think anyone has told him to get out of their light in quite some time," Robbie also said. "He seemed extremely [shocked], but it was kind of funny." Robbie said that she learned a lot working with the veteran hottie on the much talked about film. "Working with Leo challenged me every single second—the challenge just to keep up with him pushed me and got my acting to a level it's never been, which is incredibly satisfying.”

Leonardo DiCaprio Matthew McConaughey stole from Leonardo DiCaprio while filming Wolf of Wall Street!

DiCaprio is known for putting his all into his character in his films, so it’s no shock he made Robbie a better actress.  “We wanted [the film] to be as authentic as possible… I got to spend a lot of time with Jordan, the real person. I spent many months with him before the film even started and I spoke to him constantly while we were making the movie and he was incredibly honest about how hedonistic he was during that time period in his life and he pulled no punches,” DiCaprio told Access Hollywood. “The character sort of took me over and that lifestyle on set, took me over, that mentality of giving into every possible temptation, once you get into that mind frame…the character sort of takes on a life of its own.”

“When you take on a character like this, you want to accurately reflect the nature of who these people are. You just gotta do it,” DiCaprio said about Belfort. “You can't think about yourself because it's not me. It's a depiction of somebody else.” Robbie obviously learned from her scene partner immensely.

"He's always been my favorite actor," Robbie said. "Both he and Marty [director Martin Scorsese] have such massive presences when you're around them—they're unstoppable, like this force that keeps moving; they have so much dimension, it sometimes seems impossible to keep up with them."