Leonardo DiCaprio has spoken out to defend his new movie The Wolf Of Wall Street, insisting Hollywood has a duty to explore the dark side of human nature.

The Titanic actor plays real life stockbroker Jordan Belfort, who funded an extravagant lifestyle of sex and drugs by cheating clients out of millions with fraudulent investment schemes.

Several critics have accused DiCaprio and the movie's director Martin Scorsese of glamorising Belfort's fraud, but the actor is adamant filmmakers have an obligation to depict true crime stories onscreen.

He tells Sky News, "From what I understand, (Belfort) is not making anything from this movie, but that being said, we can't all do films about Gandhi, you know? Without films like this there would be no Citizen Kane. Without films like this there would be no There Will Be Blood. We have to do films about the darker nature of us."