The Black Mass star insists he has always had a lot of time for the Titanic star, reports femalefirst.co.uk.
Speaking at the Santa Barbara International Film Festival, he said: "I'd say the absolute truth is that I respect Leo a lot.
"He worked really hard on that film and spent a lot of time researching. He came to the set and he was ready to work hard and all his ducks were in a row."
The 52-year-old actor also admitted he "tortured" DiCaprio, who was just 19 at the time, when they were on the set.
He said: "It was a hard time for me, that film, for some reason. I don't know why ... I tortured him.
"I really did. He was always talking about these videos games, you know? I told you it was kind of a dark period. 'No, I will not give you a drag of my cigarette while you hide from your mother again, Leo.'"
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