The "Titanic" star, who was wearing a cap and glasses while out shopping to buy groceries, was standing behind a woman breezing through magazines at the checkout counter, reported Sky News.
When one of the magazines featuring the Oscar winner on the cover turned up, the woman who hadn't recognised DiCaprio behind her, said: "There he is again, that Leonardo DiCaprio. Don't you wish he'd just disappear?"
"I said to myself, 'This is the moment where I either go, "Do you know who I am?" or put my hat further down, pay for my CornNuts and get out of there'," said DiCaprio.
But rather than embarrass his fellow shopper, "The Aviator" star chose to remain in disguise and go along with the Leo-bashing.