Leonardo DiCaprio was "very professional" while shooting a scene with naked women for his new movie.

The Hollywood hunk is currently in New York City filming The Wolf of Wall Street. The Martin Scorsese movie features several steamy scenes, including one where Leonardo's stockbroker character Jordan Belfort is entertained by a series of brunette strippers. Leonardo was joined by co-star Matthew McConaughey for the risque scene, which was filmed at Lucky Cheng's on West 52nd Street.

"The girls were rubbing their breasts in Leo's face. There were five or six of them, but he seemed very professional and looked great in an '80s-style suit," a source told New York Post. "They did five or six takes, more or less the same scene over and over, with girls dancing and rubbing on him."

A set insider claims some of the girls were totally naked at points during the four-hour shoot.

Earlier this week, there was speculation Leonardo may also be stripping off for his role as Jordan, who becomes a motivational speaker after serving time in prison.

"Leonardo is set to bare it all... There will be some pretty illicit sex scenes coming up," a source told New York Daily News.