The 39-year-old actor was captured by a concertgoer as he moved his hips and flailed his arms to the band's "Kids."
Dicaprio attempted to go incognito at the event wrapping a t-shirt around his face. However, pictures taken at the festival show that he is in fact the man in the video.
"It's actually one of the reasons why I didn't get an agent, because I auditioned and I had a punk rock haircut and I danced like a little street dancer, and they rejected me," he said in 2013.
Leonardo DiCaprio's Coachella outfit (on the left) I'M SCREAMING pic.twitter.com/ehoKkfgIcx— Nathalie Rubin (@nat_rubs) April 14, 2014