The pair star together in new movie Revolutionary Road, directed by Sam, 33.
'I was very comfortable with the situation,' he says. 'It felt like a kind of a family - a sort of weird twisted family.'
But Leo, 34, admits Kate, 33, found it strange.
'Kate seemed very nervous,' he says. 'She kept on saying, 'This feels so weird.'
'I just told her, 'It doesn't feel weird to me - it's only acting".'
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