The 41-year-old Oscar-winning actor kept to himself as he strolled around and checked out the festival that day.
Leo kept his festival fashion casual in a t-shirt, jeans, bandana and baseball cap.
Leo is known for being a big fan of the festival, and has been spotted busting out some viral dance moves during the concerts year after year.
Earlier in the week, he had stepped out for the Foundation Fighting Blindness Gala in New York City.
Leonardo DiCaprio Keeps Low Profile at Coachella 2016
Source: Just Jared