Actress Margot Robbie was left red-faced after she found LEONARDO DiCaprio's electric cigarette stuck in her "butt crack" after shooting a love scene for The Wolf Of Wall Street.

The Australian beauty played DiCaprio's onscreen wife in the Oscar-nominated drama and they filmed several sex scenes together, which Robbie insists were the "least romantic thing to shoot".

Robbie has now confessed that during the production, she made a humiliating blunder while filming in bed with DiCaprio.

In an interview on U.S. chat show The Talk on Thursday (26Feb15), Robbie recalled, "I don't know if he wants me telling this story, but we'd just finished this scene and Leo always carries an e-cigarette with him, like all the time. So he hid it under a pillow while we were shooting.

"Afterwards, they (director) were like, 'Okay, we got that (shot), we can get you guys changed (into clothes)', and he's (DiCaprio is) like, 'Where is it? Where did I put it? I had it right here'... I was looking around with him - both still sitting in this bed - and then I went, 'Oh, um, it's literally, like, in my butt crack. I'm sitting on it. I am so sorry!'

"He probably threw it away. It was so embarrassing. So yeah, sex scenes are super sexy!"