Leonardo DiCaprio with rumored girlfriend Margot Robbie.
Leonardo DiCaprio with rumored girlfriend Margot Robbie cozying up in Miami. Twitter/@ENews

Margot Robbie plays Naomi Lapaglia, Jordon Belfort's (Leonardo DiCaprio) girlfriend in The Wolf of Wall Street. More than the acting skills (for which she's receiving critical acclaim), she is being spoken about for the numerous racy sex scenes alongside DiCaprio.

But according to a Daily Mail report, in a new interview with Jimmy Kimmel on Tuesday night, the blonde Australian actress admitted that she lied to her family about the extent of the X-Rated scenes.

"Ironically, I just flat out lied to my family for a really long time," the 23-year-old actress told Jimmy Kimmel during an interview on his late-night show. "I said, 'I don't care what you hear, there is no nudity. I'm not doing any nudity. Ignore anything anyone's saying. There's no nudity.'"

But after realising that the film will eventually be watched by her folks and others in her native town along the Gold Coast of Australia, she made 'slight modifications' to her earlier lie, reports The Wrap.

"The lie evolved to, 'Well, actually, it's a body double and they just CGI'd my head onto someone else,'" Robbie said. "And my family doesn't have anything to do with the entertainment industry, so they totally bought it."

Robbie said she finally disclosed the truth and advised her family to read Jordon Belfort's memoir on which the film is based, before actually watching it, given the Wolf of Wall Street's strong R-rated content (the film has set a new record by having 506 F-Bombs dropped in a feature film ever).

Robbie was previously seen in the 2013 rom-com About Time and played the lead role in the TV series Pan Am (very similar to Mad Men in its treatment), a show about the early glamorous days of international jet travel, reports The Sydney Morning Herald.

She will be next seen in Focus, a romantic comedy which pairs her with Will Smith.