"Leo, come over here, I want to show you something …" Bezos joked.
To drive home his point, the billionaire added an image of himself at a steep cliff.
The sign read: " Danger! Steep Cliff. Fatal Drop."
Twitter exploded with comments including: "She wanted to bear his [DiCaprio's] child right then and there."
"Find you someone who looks at you the way Jeff Bezos' girlfriend looks at Leo DiCaprio," added another.
"With all the wealth you have in the world, you can't buy a woman's heart," someone else said in response to Bezos' post.
Others pointed out Sanchez might have difficulty turning DiCaprio into her new boyfriend because he's into younger women.
DiCaprio, 46, is currently dating 24-year-old model and actor Camila Morrone. They have been together since 2017 – when Morrone was just 20.
Before Morrone, Leonardo dated Danish model Nina Agdal, now 29, and Brazilian model, Gisele Bündchen, now 41.
Sanchez and Bezos have been together since 2019, after the Amazon founder announced he was divorcing his wife of 25 years, Mackenzie Scott.