The Wolf of Wall Street castmates have been spending time away from the set together in recent weeks and were even observed entering Robbie's apartment on Thursday, reports Page Six.
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(Pictured above: Leonardo DiCaprio, Margot Robbie in 'Pan Am')
A separate source also told the newspaper that Robbie accompanied DiCaprio to his recent birthday celebration in Las Vegas.
"There looks to be some strong chemistry between Leo and his leading lady. They spent a lot of time at the party together," the insider claimed.
A representative for DiCaprio did not comment on his relationship status, but denied that the actor spent the evening at Robbie's apartment last week. Robbie's spokesperson declined to comment.
DiCaprio recently ended his high-profile relationship with model Erin Heatherton in October after several months together.
The Wolf of Wall Street - in which DiCaprio and Robbie play lovers - opens next year in cinemas.
Watch a trailer for Leonardo DiCaprio's Django Unchained below:
