The 32-year-old actor told the Thursday issue of German celebrity magazine Bunte he had met former child soldiers in Mozambique while making "The Blood Diamond", including some whose arms had been hacked off.
"Without seeing all these things with my own eyes, I could not have imagined the extent of the misery," he said.
"Then it becomes clear to you in what indescribable luxury we live in in the West."
DiCaprio said he was amazed by the capacity for joy he saw while filming on location in Mozambique and South Africa, and said even victims of crime and disease put on unforgettable celebrations.
"This party spirit was a release from the hell in which many of these people live. Any Hollywood party pales in comparison," he said.
In "The Blood Diamond", DiCaprio plays a South African mercenary caught up in the brutal 1990s civil war in Sierra Leone.
So-called blood or conflict diamonds are rough diamonds exploited by many rebel movements to finance their activities, mainly in mineral-rich Africa.
A series of civil conflicts in Liberia and neighboring Sierra Leone, in which diamonds played a key role, left some 400,000 people dead between 1989 and 2003.