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Robbie tells of embarrassing sex scene

Margot Robbie was left red-faced after she found Leonardo DiCaprio's electric cigarette stuck in her "butt crack" after shooting a sex scene for The Wolf of Wall Street.

The Australian actress played DiCaprio's onscreen wife in the Oscar-nominated drama and they filmed several sex scenes together, which Robbie insists were the "least romantic thing to shoot".

Robbie has now confessed that during one romantic scene with DiCaprio she made a humiliating blunder.

"I don't know if he wants me telling this story, but we'd just finished this scene and Leo always carries an e-cigarette with him, like all the time. So he hid it under a pillow while we were shooting.

"Afterwards ... he's like, 'Where is it? Where did I put it? I had it right here'... I was looking around with him - both still sitting in this bed - and then I went, 'Oh, um, it's literally, like, in my butt crack. I'm sitting on it. I am so sorry,' Robbie recalled during her appearance on The Talk.

"He probably threw it away. It was so embarrassing. So yeah, sex scenes are super sexy," Robbie said