Leonardo DiCaprio was first directed by Martin Scorsese in Gangs of New York (2002), then in The Aviator (2004), winning a Golden Globe as Best Actor for playing Howard Hughes. He went on to work in The Departed (2006) set in Boston, which earned him a Golden Globe nomination, Shutter Island (2010), and The Wolf of Wall Street (2013) for which he won a Golden Globe. In anticipation of their sixth film together, Killers of the Flower Moon, to be released in 2022, we chose some archival quotes from exclusive interviews with the journalists of the Hollywood Foreign Press, when Dicaprio talked about this collaboration with Scorsese.
In Gangs of New York, based on the 1927 book by Herbert Ashbury, Di Caprio plays Amsterdam, the son of “Priest” Vallon (Liam Neeson), leader of the immigrant Irish Catholic gang, who had been murdered by Bill the Butcher (Daniel Day-Lewis), leader of the Protestant American Natives gang, during the Five Points riots of 1846. About being directed by Martin Scorsese in an epic film shot in Rome’s Cinecittà studio, where five blocks of New York City in the mid-1800 were recreated, DiCaprio said in 2002. “I don’t know what it’s like to make an independent style film with Martin Scorsese, because this film was such a magnus opus, an epic in every sense of the word. It was a ten-month shoot, where everyone was completely focused and committed wholeheartedly to what they were doing in this little environment. The focus and the attention that everybody had, all the way down to the set decorators, was pretty intense, and it all came from everyone’s commitment to Marty bringing his vision to screen, so everyone was on their toes constantly.”
The actor compared Scorsese’s directing style with Steven Spielberg’s who had just directed him in Catch Me If You Can.
“They have a lot of things in common, they’re both masters, they certainly know how to move the camera and how to work with actors. They know those underlying hidden mechanics of whatever that is to make a film work.”
In The Aviator, based on the 1993 book by Charles Higham, Howard Hughes: The Secret Life, DiCaprio plays Hughes with Cate Blanchett as Katharine Hepburn. In 2004 he said to HFPA that he was certainly not hesitant about taking the role. “I knew that Scorsese was the perfect director to do this, because of his genuine appreciation, not specifically for Howard Hughes as a man per se, but for his love of multi-dimensional characters and wanting to convey somebody who has a demon in him that’s growing and growing.”
DiCaprio began studying Martin Scorsese’s films after acting with his frequent collaborator, Robert De Niro, in This Boy’s Life (1993).
“I got into this business because I worked with Robert De Niro, so I wanted to see everything he had ever done and that led to this guy called Martin Scorsese that he had worked with a lot, and he is basically the greatest director around. I became a huge fan of their movies, and ever since I was 16 years old, they have been my mentors, my icons and my heroes in the business.”
The actor was surprised when he first started working with Scorsese as his director. “From the type of movies he made, I was developing an idea of who he was, this really intense, maniacal, overbearing, moody, dark director, that would be really intimidating to meet. But when you finally meet the man, you realize that he is completely and utterly obsessed with cinema, and these are the type of people that make great works of art, because they love the world of cinema so much that, when they finally get an opportunity to direct something, all that knowledge and all that passion, all those hours of seeing and studying films, show up on the screen. And you see that he’s not trying to draw from hundreds of other directors, but he’s recreating cinema, and that’s what makes him a master. You have to be completely in love with what you do, to live and breathe your art form, and that’s what’s so inspiring about him.”
In The Departed, a remake of the 2002 Hong Kong Film Internal Affairs, DiCaprio plays a Boston undercover state trooper who infiltrates the Irish mob lead by boss Fran Costello (Jack Nicholson).  He explained in 2006 why he asked Martin Scorsese to direct Gangs of New York, Aviator and The Departed.
“Part of Marty’s process when he works with you, it’s not only the film-making experience but this education about the history of cinema. He shares his love and his knowledge of film with you, and we simply realized that we had similar tastes in the types of material that we wanted to do. I was really the one who sought him out for Gangs of New York, then I brought him Aviator and asked him to please do this movie. Luckily enough he did that film too. The Departed was consistent with that.  We got this script at the same time, I called him and I said, ‘do you like this as much as I do?’ And it’s a very rare situation where you immediately say yes to a movie, but he said, ‘yes, it’s fantastic.’ So there wasn’t a ten to twenty-year rewriting process like for some of those other movies, it was an immediate yes on both fronts.”
These are the biggest advantages for an actor tor to work with a master like Scorsese as a director.
“For me, I’m selfishly getting to work with someone whom I regard as the greatest living American filmmaker alive, and have these really unique, unbelievably memorable experiences. Every time I’m on the set with him he pushes me and he drives me to be a better actor; he gives you the opportunity to really experiment, try new things and challenge yourself. And you see that with anyone that shows up for one of his movies, because of your respect level for his work, everyone brings their A-game to the table, they do their research and their homework.  There really is that sense – and it’s not just the actors, it’s everyone involved – where you feel like you’re part of a lucky elite group fortunate enough to work with him.” 
In Shutter Island, based on the 2003 novel by Dennis Lehane, DiCaprio plays a U.S. Marshal investigating a psychiatric facility. He said in 2010 that his biggest thrill was to work for the fourth time with Martin Scorsese.
“Ever since I was very young I’d always known that I wanted to be an actor, that has remained a constant truth, but after encountering a teacher and a mentor like Marty, someone who gave me a perspective of film as an art form, from my experiences with him, I am now looking at this art form historically, at what has been done cinematically in the last 100 years, and what could we learn from these pioneers of cinema.  And when you’re able to extract so much information from the director you’re working with, who has so many reference points, who has this array of knowledge that he’s constantly drawing from, you see that these films are like dreams and vision that he has. At some point, they all merge together in one giant collage, and he’s doing a process of investigation on himself when he signs on to do a movie.  Something will come to him at night, and from other movies, not from experiences, so he’s got to screen that movie immediately to see what it was about it that haunted him or that he felt connected to.  And you’re along on that journey of discovery with him while he’s creating the set-piece, it’s happening in front of you, so you have to jump on the rollercoaster ride of Martin Scorsese’s cinematic knowledge and his love for cinema, and you learn a tremendous amount just by doing that. He never sits you down and gives you a lesson, it’s about being on the journey, and I’m lucky to have been on four so far and I would do a thousand more if I could. His wealth of knowledge and experience and understanding of cinema is something you can never get sick of because there’s always more.”