An Australian actress has found herself living up to her country's criminal convict past after getting sprung red-handed pickpocketing.

Margot Robbie revealed on Good Morning America that her efforts to go into character for her new movie Focus led her being caught stealing.

The 24-year-old fessed up to not being as good of a thief as she hoped to become.

The blonde beauty received training from the so-called gentleman thief, Apollo Robins, but looks like she will not be turning to a life of crime any time soon.

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She said on GMA: "(Stealing) was pretty hard and half of it is having the guts to actually go and steal but it is lot easier on a set where you know you're not going to get in trouble.

"But [Apollo] asked me to do it to actual people sometimes and it was terrifying."

While her co-star Will Smith revealed how he successfully shoplifted some gum, the Wolf On Wall Street star had far less success.

Robbie explained: "One of the office PAs came in to drop off paperwork and [Apollo's] like, 'Take his phone' and [the assistant] caught me with my hand in his back pocket - which is extremely awkward."

Luckily for the actress, one thing that was not awkward on set was the chemistry between her and her on-screen love interest Will.

The Aussie star said their chemistry was immediate: "I don't think anyone was expecting it, especially me.

"But when I walked into the room we got on immediately and we just had this great rapport and we started doing a scene and improvising and it was just there already."

Robbie said her co-star's acting ability blew her away: "Will could have you tearing up in one take and hysterical in the next, he can flip it that quickly."

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The pair will be joining forces again when they start filming later this year on the highly anticipated Suicide Squad - or as the actress calls it "round two".

Robbie is playing graphic novel bad girl Harley Quinn.

She said on the role: "They are big shoes to fill I just want to make everyone happy all the fans and do Harley justice."

In the film, Smith stars as a veteran con man who is trying to get out of the business but then Margot, a woman from his past who has become quite the femme fatale, shows up and throws his plans for a loop.

Focus is released in New Zealand on March 5.

Read more: The marvel of Margot

- Daily Mail