Luhrmann said DiCaprio was forced to cancel his trip due to personal reasons, leaving the rest of the cast, including Tobey Maguire and Carey Mulligan, to continue promotional duties without him, reported a newspaper.
"I know he made the right decision (not to attend). He shouldn't be here. There are things in your own personal life where you've got to draw a line and we talked about it. He did exactly the right thing in my opinion," Luhrmann said.
Di Caprio, 38, plays the title role in Luhrmann's big screen adaptation of F Scott Fitzgerald's classic novel of the same name.