Leonardo Dicaprio says Kate Winslet is one of his most loyal friends.

The A-list actor got his big break in James Cameron's iconic blockbuster 'Titanic' alongside the British actress 18 years ago and says the pair are close than ever because she is such a ''real'' person.

Quizzed about Kate always heaping praise on him, Leonardo told the Daily Mail newspaper: ''I feel the same about her. It's been fantastic, honestly, having someone who is my age, and such a real woman.''

The Oscar-nominated actor admitted he is even letting Kate stay in his house in Los Angeles while he is away.

He added: ''Her husband's awesome, the kids are great, but I don't get to see her as much as I wish.''

Leonardo also spoke out about the tragic death of fellow Hollywood heavyweight Philip Seymour Hoffman, who was found dead in his New York City apartment last weekend, aged just 46.

He said: ''I didn't know him on a personal level, but his work was just astounding. We've lost one of the greats, we really have.''

The 39-year-old actor plays debauched stockbroker Jordan Belfort in his latest film, 'The Wolf of Wall Street' and says he had to detach himself from his ''personal vanity'' to immerse himself in some of the more shocking scenes, which include nudity and narcotics use.

Leonardo explained: ''The truth is, I really did everything. It was all me. There were no doubles. Hey, man, I'm playing a modern-day Roman emperor and I'm going to play the hell out of this guy, and anything goes.

''You detach any sense of who you are form the whole process, and just get an excuse to do anything - and so I did! Trust me, there were times when I had to stop and think, 'What am I about to do in this sequence!'

''But then I'd tell myself that I'm playing a character. I'm not going to put my own personal vanity into that process. I did - and showed - whatever I had to.''