It might have been his role in Catch Me If You Can that meant Leonardo DiCaprio was harder to track down than, well, the jet-setting, identity-thieving pilot he played.

It might have been his high-class security doing their job. Or, gossip could have it completely wrong and he isn't in New Zealand at all.

Whatever the truth, the rumour mill was buzzing with suggestions the Hollywood A-lister was in Wellington yesterday, specifically at the award-winning Matterhorn bar and restaurant in Cuba St.

When APNZ phoned a man cryptically said "whether he has been here or not is up to him and his own privacy", before hanging up.

But when APNZ visited Matterhorn, workers, customers and people at neighbouring businesses all said there had been no sign of DiCaprio.

The actor has reportedly been in this part of the world, jetting to Sydney to reshoot scenes for The Great Gatsby, directed by Australian Baz Luhrmann.

And he wouldn't be the first celeb spotted at the trendy destination.

An incident where Lord of the Rings hobbit Elijah Wood urinated in the nearby Bucket Fountain after a night drinking there with co-stars made headlines around the world.

Sir Ian McKellen, Gordon Ramsay, Jack Black, Orlando Bloom, Naomi Watts, Burt Reynolds and Liv Tyler have also visited.

- APNZ