The Texan actor has won plaudits for his ability to throw himself into roles like his Oscar-winning turn as AIDS drug smuggler Ron Woodroof in "Dallas Buyers Club" - a part for which he lost 50 pounds (23 kilograms).
However, he says Camila, with whom he has three children, isn't bothered when he takes on an extreme new part.
"It's not like I am a different person coming home. It's like my wife said, she goes, she is still sleeping with her man or her husband every night but it's a different part of her husband... I come home, I don't act like that character," he said on a special Loose Men edition of U.K. TV show "Loose Women". "I just see the world through that character."
In fact, his devotion to his craft sometimes benefits his family as he's sometimes nicer around the house when he's playing a positive character.
"If I am doing Kenny Wells in (his film) Gold, or (2019's) The Beach Bum, I am Captain Fun around the household," the "Wolf of Wall Street" actor explained. "The kids think I am the best dad in the world because I am 'Yes' to pizza, milkshakes for breakfast, stay up as late as you want'."
However, when he is taking on an intense dramatic role, his wife does have to remind him to cheer up and relax.
"I go do something like Dallas Buyers or True Detective, I am still fun but I am a little more acerbic, a little more clinical on things," he added. "My wife is trying to hand me a glass of wine and be like, 'Will you please have a glass of wine, take the edges off a bit?' "