Leonardo DiCaprio had been rumored to be getting cozy with his beautiful “Wolf of Wall Street” co-star Margot Robbie, but sources tell us they may be getting more serious. A spy spotted DiCaprio at Robbie’s apartment building in Union Square on Thursday night, and Leo was seen leaving the next morning. “He stayed overnight,” a source told us. We exclusively revealed DiCaprio broke up with Victoria’s Secret model Erin Heatherton at the end of October after a year of dating, just as he was in the throes of shooting “The Wolf of Wall Street,” in which Robbie plays Leo’s love interest. The Australian actress then joined DiCaprio in Las Vegas for his 38th birthday, and a witness at the time told us, “There looks to be some strong chemistry between Leo and his leading lady. They spent a lot of time at the party together.” She was also a guest at his $3 million Champagne-fueled birthday bash at the Darby last month. Robbie’s rep didn’t get back to us. A rep for DiCaprio said, “That didn’t happen. Leo worked late and stayed home.”