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The Shutter Island actor admitted that he has tried using nicotine patches, but they have caused him severe sleep problems.
"When I take nicotine patches I have blood curdling nightmares of murder. Mass murders," Contactmusic quotes his as saying.
"I wake up in the middle of the night and have to take them off. I don't really remember my dreams that much apart from then. I don't know what that means about me from a psychological point of view but that's the truth."
DiCaprio recently revealed that he spends time with his friends as "therapy".
Shutter Island opens in the US on February 19 and in UK cinemas on March 12.
More: Leonardo DiCaprio, Showbiz
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