You've got to hand it to her - she fully committed in every sense of the word, and the moment's gone on to become Margot robbie wolf of the most famous in the entire film. She Margot robbie wolf well-known for one particular scene where she is seen seducing DiCaprio, who played her on-screen husband, Jordan Belfort. Wolf of Wall Street consists of steamy scenes between DiCaprio and Robbie, with one particularly crude scene standing out among others. First look at Gyllenhaal in Spider-Man sequel. Margot Margot robbie wolf has spilled on filming the raunchiest scene in Wolf of Wall Street. Margot stars on the cover of Porter's winter issue and also touches on her experience of sexual harassment in her interview with the publication. Although she fully nailed it as the uber-glamorous Naomi Lapaglia, Robbie has opened up about how playing the character didn't come easily - particularly when it came to filming that sex scene with Hollywood heavyweight DiCaprio.