Margot Robbie felt embarrassed shooting her most raunchy scene in 'The Wolf of Wall Street'.

Margot Robbie

Margot Robbie

The Australian actress rose to worldwide attention on the back of her starring role in the Martin Scorsese-directed drama, but Margot has admitted to feeling "very weird" during the scene in which she had to seduce her on-screen husband, played by Leonardo DiCaprio.

Margot, 28 - who played the part of Naomi Lapaglia in the hit movie - told Porter magazine: "It doesn't come across when you're watching the movie, but in reality we're in a tiny bedroom with 30 crew crammed in. All men.

"For 17 hours I'm pretending to be touching myself. It's just a very weird thing and you have to bury the embarrassment and the absurdity, really deep, and fully commit."

Earlier this month, meanwhile, Margot admitted she finds it "uninspiring" to be cast as "the wife or the girlfriend".

The actress said that in the early days of her career, she was careful with which roles she agreed to take on as she refused to let herself be typecast in parts that would be "the catalyst for the male story line".

She said: "When I was trying to make my name as an actress, creative roles for women were limited.

"I didn't want to pick up another script where I was the wife or the girlfriend - just a catalyst for the male story line. It was uninspiring."

The 'Suicide Squad' star set up her own production company, LuckyChap Entertainment, in 2014, and she can't believe it has taken Hollywood so many years to realise that more movies should be made "for women".

Margot explained: "When we set out to create our company, it was sort of a new idea, but then in response to the #MeToo conversation it was all that anyone was talking about. People were like, 'Why don't we make movies for women?' Uh, what a revelation, right?"