The 30-year-old actor who stars as Donnie Azoff in the black comedy was ''nervous'' during the early stages of filming since he wanted to please the legendary 71-year-old director.
During an interview with collider.com, Hill said: ''He's my favourite filmmaker. All I thought about for the six months of shooting was I want to make my hero happy, I want to make him pleased with my work.
''Especially the first few days of rehearsal and then the first shoot, before I did my first shoot I was so nervous, I was so nervous to go out there and do it.''
Hill was worried about debuting the ''gravelly'' voice he puts on for Donnie during rehearsals in front of co-star Leonardo Dicaprio - who plays male lead Jordan Belfort and the director.
He decided to attempt the tone for the first time during their shoot and was pleased Scorsese didn't call him out on it.
Hill explained: ''I also hadn't done the voice that was different, you know this gravelly voice. I was like 'Gosh I haven't done this in rehearsals but I think it would be really good for Donnie'.
''It was the first day that I hadn't gone out there. But Spike Jonze was there - we became friends because he was in 'Moneyball'- and Spike's a director I look up to a lot, and I was so nervous, and I hadn't shown Martin or Leo the voice I was going to do because I hadn't done it in rehearsals.
''So I asked Spike in the make-up trailer and I said 'Hey man, will you listen to this and tell me what you think',and I did it for him and he said 'You should totally do that'.
''I did it in my first take without showing it to Scorsese, or anyone, and he never said anything so I continued to do it.''
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