Ellen is a big fan of his performance in "The Wolf of Wall Street," and the handsome Leonard DiCaprio was here to tell her about the film and his good friend and co-star, Jonah Hill.

Leo is nominated for a Golden Globe as Best Actor (Musical or Comedy) for his performance in "The Wolf of Wall Street" and is also getting Oscar buzz. He described his favorite scene of the film to Ellen, calling it the "most wild thing" he's ever done in his life.

"It all resulted in this insane sequence in the end where Jonah decides to stuff ham into his mouth as well, and crashes into a plate glass table... and we were doing this CPR sequence, and you know the big challenge that day -- we had to do 70 takes because they couldn't get this ham to stick on my face and they had to put K-Y Jelly, and there's literally a guy there behind this giant window with a plastic spoon just flicking ham on my face all day long as I'm doing this insane sequence! But it was almost... it was one of the most surreal things I've ever done in my entire career."