Their latest film together is The Wolf of Wall Street.
"And so Leo has given me a few projects, I've given him a few projects and, again, with Leo, there's that trust. And, by the way, this stroke of trust is not something where you say, "Okay, I trust you," and you go. It's every day -- we work at that every day," Scorsese told the Hollywood Reporter in an interview.
"It really was just DiCaprio. You know, I'm 30 years older but I find in him the same instincts, the same range, in a way, the same desire to risk, to take chances and to go to places that other people are not interested in going to...," said Scorsese.
The only other actor who has had such long association with Scorsese is Robert De Niro. The director and De Niro worked together on eight films.
Scorsese and DiCaprio's latest venture The Wolf of Wall Street is based on the real life story of a stockbroker and is set for January 3 release in India.