The 39-year-old, whose mansion here is under renovation, injured himself at home, reports femalefirst.co.uk.
"I sprained my ankle... You feel silly just saying, 'I sprained my ankle', but it does hurt," he said on TV show.
However, DiCaprio has refused to let the injury get in the way of work as he attended a press conference for the film in New York over the weekend. The film releases Dec 25.
Photos: Harbhajan Singh-Geeta Basra's TV outing with daughter Hinaya
Photos: Malaika Arora flaunts ripped jeans like a boss!
Photos: Vaani Kapoor, Kriti Sanon, Dia Mirza sizzle on the ramp
Photos: Kalki Koechlin, Konkana Sen Sharma at a bash in Mumbai
Photos: Akshay Kumar, Aarav, Sonam Kapoor at Mumbai airport