The pair, who reportedly began dating last month, have allegedly fallen out because of DiCaprio's more extraverted behaviour.
"Leo is back in the States, and he's going to go back to his old habits," a source told In Touch Weekly.
DiCaprio's "habits", according to the publication, include late nights out at clubs and parties.
"Blake doesn't like to go out," the insider added. "She's never been into the party scene. She doesn't like going out, dancing and loud music. She'd rather stay home.
"Blake can get really insecure out in public. It's one of the main reasons she hates going out. Leo, on the other hand, loves to be out at night, and tends to hit clubs and parties almost every night.
"Blake and [her ex-boyfriend] Penn Badgely stayed in all the time. They watched movies and hung out in their pyjamas all the time. Leo is definitely not going to be that guy."
