And with good reason. It's not jet-lag, the traditional standby of the unwilling interviewee. And his doleful demeanour can only be attributed in part to the previous night's determined bout of professional partying following the premiere of his latest film, William Shakespeare's Romeo + Juliet. No, the main reason why DiCaprio resembles a cadaver with a tan is that he has been to Hell, and he only got back last Sunday.
Well, not actually Hell, but a place on earth with which it could feasibly be twinned: the set of the new movie directed by James Cameron, the madman responsible for True Lies, the Terminator series, and now Titanic, in which Leonardo DiCaprio falls for Kate Winslet, only for their love to come up against perhaps the greatest challenge of all - a whopping great iceberg. Those who have read the screenplay claim to have been several Kleenexes lighter by the time they reached the end; and indeed, the initial reluctance of DiCaprio himself to get involved with such a rampaging behemoth of a movie - as is Cameron's style - was only banished by his faith in that poignant central love story. But having spent the past six months of his life up to his chin in water, he's not sorry to see the production end.
"It was... quite an experience," he sighs, and you sense an undertow of bad memories jeopardising his discretion. He looks sober and elegant in a brown shirt opened to expose a chest that verges on the concave. He runs a tired hand through forks of tired blond hair, then lights up a cigarette. "I'd have to say I probably won't do anything like it again. It was closer to manual labour than shooting a film. Whenever I'm working, I always think of something Michael Caton-Jones [who directed a 16-year- old DiCaprio alongside Robert De Niro in This Boy's Life] told me: `Pain is temporary. Film is forever.' And now it's over, well, all respect to people who do those sorts of movies, but it's not for me."
This shouldn't suggest that DiCaprio is frightened of a challenge. Over the past six years, he has been characterised by an eclectic choice of roles, which tells you this about his career plan: he hasn't got one. "I wanna try as many different things as I can," he shrugs. "Titanic was just something I took a chance on." He's taken chances before. Prior to Romeo + Juliet, he played Rimbaud in Total Eclipse, a portrait of the gay poet's sadistic relationship with Paul Verlaine (played by David Thewlis). He is the best thing in this cruel, sluggish film, and might have been even better had he not appeared to be under instructions to play Rimbaud as a wacky kid brother to the puerile Mozart of Amadeus.
But Total Eclipse leaves you with an enduring admiration for DiCaprio, and I'm not talking about the scene where he uses his shoulder blades to uncork a bottle of wine. Thanks to the flourishing of independent US film-making, it's a healthy time for young actors at the moment, with the established likes of Brad Pitt and Johnny Depp embracing roles that would once have been deemed suicidal, and younger bucks such as Harold Pirrineau (who plays Mercutio in Romeo + Juliet), Brendan Sexton Jnr and Sam Rockwell being offered intriguing parts which mean they no longer have to fill the early years of their career playing "11th victim" in the 12th part of Friday the 13th.
At the age of 22, DiCaprio has already notched up a lifetime's share of priceless roles - besides Rimbaud, he has played the poet and ex-junkie Jim Carroll in The Basketball Diaries, and was raw and upsetting as the mentally disabled Arnie in What's Eating Gilbert Grape? (for which he was Oscar-nominated). DiCaprio continues to rely on his father - an eternal bohemian who sells comic-book art when he's not steering his son in the right - or rather the most challenging - direction.
"He filters the crappy scripts out and recommends the ones he thinks I should take a look at. He's the person I most look up to in this world, he's the most intelligent guy I've ever met, so naturally I respect his opinion more than anybody's. He's the man."
George DiCaprio accompanied his son to Australia when they first got the call, nearly two years ago, from Baz Lurhmann, the brash director of Strictly Ballroom. As he was assembling plans for a new film version of Romeo and Juliet, Lurhmann began noticing Leonardo's face splashed across magazine covers, and then caught his name among that year's Oscar nominees. Father and son flew out to meet the director, and liked what they saw.
"What was crucial to me," he says, picking at his teeth with a matchstick, "was that this was going to be a genuine Romeo and Juliet, the real thing, not another West Side Story, Baz immersed us in this Romeo and Juliet world, so the whole experience from those first readings and rehearsals in Australia to the end of shooting was like going to Shakespeare Camp."
Lurhmann's dazzlingly inventive film is set in the modern-day Verona Beach, where the streets play host to riots, car-chases and gunfights. In the midst of this chaos are Claire Danes' lilting Juliet, and DiCaprio's Romeo, a moody, self-absorbed young blade. What with the endless tender close-ups on Romeo in various states of injury and distress, Juliet's love for him clearly runs a poor second to the camera's, but their scenes together give the film the weight that is crucial to its success. The picture is a hallucinatory experience, but perhaps the most radical element of all is that the play's language remains intact beneath the ostentatious embellishments.
"I had a lot of fears about speaking the language at first, because I'm not classically trained. But Baz wanted it to sound conversational - he told us to play around with it. In the auditions for Mercutio, I was rapping with the other actors, rapping the lines - that made me feel comfortable. And I understood the character. There's some of Romeo's romance in me, I think. I romanticise a lot of things in my mind, although the more I live and travel, the more I find that nothing really changes, wherever you are. It sounds kinda depressing, I realise."
Despite having filmed Romeo + Juliet, Marvin's Room (the forthcoming tearjerker in which he is reunited with Robert De Niro) and Titanic in quick succession, DiCaprio is plunging straight into another project, appearing with Jeremy Irons and Gerard Depardieu in The Man with the Iron Mask, which starts shooting in Paris next month. Is he ever going to allow himself a month off?
"Well, the reason you find me on such rare form today," he jokes, "is probably because I've been working so damn hard. I haven't had time to just wander around on my own." He pauses, reflecting on what he has just said.
"Wow", he chuckles, "I sound like a chipper guy, don't I?"
The success of Romeo + Juliet has already been increasing the pressure. "Weird things are happening to me now," he muses. "I continue to do the same things I've always done, like going to play basketball with my friends at this school near my house, but since Romeo + Juliet people think I'm paying a visit to their school. I'm just there to play basketball! It's disturbing to have the kind of things happen to me that I always thought were untrue. One girl ran up to me the other day and said, `Gimme your shirt'. I said `Whaddya mean, give you my shirt? I'm playing basketball, I can't give you my shirt.' She said, `But I'm your biggest fan.' And I said, `Well, I'm not gonna give you my shirt. I'll sign something for you.' She said, `Oh, you're so stuck up.'
"Them she sot her mother to come seize me from the basketball court. The woman goes - and this is horrible actually - `Look, can you give me something, because my son just got into a car accident, he's at the hospital, and if you can give me anything, like your shirt, 'cos he has cancer, too...' ''
Cancer and a car accident? That's some bad luck.
He winks conspiratorially. "Exactly. That's when I thought something was going on. It was unbelievable. To go to that extent for a measly autograph; to say that your son has got... It was very surreal. It actually really bummed me out for a long time." He stares out on to the traffic inching forward along Park Lane, and the brightness of the stark white sky makes him wince.
`Total Eclipse' opens on 11 April. `Marvin's Room' is released in June