Awards Margot Robbie: Leonardo DiCaprio Was 'Cool as a Cucumber' After Winning His Oscar His Wolf of Wall Street co-star on celebrating the win with him By Maggie Parker Published on March 2, 2016 01:40 AM Share Tweet Pin Email Photo: Neilson Barnard/Getty Images for Paramount Pictures If you thought Leonardo DiCaprio ran around waving his hands in the air after winning the Oscar for Best Performance by an Actor in a Leading Role this past weekend, you thought wrong. In typical Leo fashion, he was totally laid-back after receiving the award for his work in The Revenant – although he was probably bursting with excitement on the inside. “He’s usually just cool as a cucumber, he was really chill,” Margot Robbie told PEOPLE of DiCaprio’s post-win reaction. That’s OK; his Wolf of Wall Street co-star was excited enough for them both. “I screamed. I literally screamed,” Robbie said at the NYC premiere of her new film, Whiskey Tango Foxtrot. “Everyone was beside themselves, no one would sit down, just kept clapping as he was doing his speech. It was an amazing moment.” Robbie and DiCaprio starred in the financial-focused film together in 2013, and DiCaprio was nominated for an Oscar for his performance in that film, as well. But this was his first ever win. The Australian beauty caught up with him post-ceremony and encouraged him to celebrate his accomplishment. “I was like, ‘Let your hair down! You just won an Oscar!'” she said. So, celebrate they did. “I was like, let’s go dance,’ he was like, ‘OK.'” And they all lived happily ever after.