The 36-year-old 'Titanic' star is currently in Australia filming Baz Luhrmann's 'The Great Gatsby' and he took sometime out of his hectic schedule to visit Sydney's Family Jewels shop, Daily Express reported.
A sales assistant working behind the counter - who has been named Linda - feared the worst when she saw two burly bodyguards enter the store before DiCaprio walked in disguised in shades, a hood, and a baseball cap.
"Linda was working on her own and I was next door grabbing a coffee. Linda was serving a customer when the two big bodyguards approached. The customer sees what's happening and says, 'This doesn't look good'.
"Linda sent the customer next door to get me, thinking the shop is about to be robbed by these guys. By the time I get in there Linda has realised who she was serving and let me know everything was all right," said the shop owner.
Published 10 September 2011, 08:47 IST