The couple have been privately dating since May 2013, reported Us magazine.
The breakup news comes after several reports suggested that 'The Wolf of Wall Street' actor, 40, left a Miami nightclub over the weekend with 20 women.
DiCaprio, 40, is known for dating models, having previously been linked to Kristen Zang, Emma Miller, Gisele Bundchen, Bar Refaeli, and Erin Heatherton.
He also dated now-pregnant Blake Lively in the summer of 2011.
In addition to partying with the ladies, the noted environmentalist has also been focusing his efforts on wildlife conservation, donating millions through The Leonardo DiCaprio Foundation and marching in NYC's climate change rally in September.
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