The actor has reunited with director Martin Scorsese for the project, which began filming in New York earlier this month.
The film tells the true story of a Wall Street stockbroker (DiCaprio) who fell from grace after he failed to co-operate in a fraud case, which had to connections to corruption and mob dealings.
Copyright: Startraks Photo / Rex Features
DiCaprio is seen looking stern as he walks the streets of New York in a suit, hailing a taxi.Jonah Hill, Matthew McConaughey, Jean Dujardin, Jon Favreau and Kyle Chandler will also star in the film.
Writer Terence Winter recently said that Scorsese's film will be "terrific".
