DiCaprio played eccentric Hollywood director Howard Hughes in the 2004 movie, while Law portrayed dashing swashbuckler Errol Flynn.
And the superstar pair was left aghast when they turned up to try on their period outfits - Oscar-winning designer Sandy Powell ordered them to slip into the waist-decreasing garments.
She tells Britain's Daily Express, "Everybody still thinks of him (DiCaprio) as Jack in Titanic, like a boy. But he's a big man, surprisingly. About six foot. I wanted that really nipped in, poker up the back look, as slick as Fred Astaire.
"DiCaprio is naturally (a) slouchy jeans man. Completely not a suit man. But he looks fantastic in a suit. All men's evening wear looks much better when they are standing upright, and of course men slouch. The corset provides the base for the clothing over the top. They (DiCaprio and Law) were a bit shocked at first but they want to look good so of course they did it."