Actress Margot Robbie has mixed emotions about her thieving abilities now she's an expert pickpocket - because she felt awful taking a pair of cashmere pants from behind the scenes at The Wolf Of Wall Street.

The Australian star studied slight of hand for her role in new movie Focus and admits she could become a professional pickpocket - if she didn't feel so bad about taking what she doesn't think belongs to her.

She jokes to Aussie radio host Kent 'Smallzy' Small, "I'm gonna quit the whole acting thing and survive on stolen watches and cell phones from now on. We were taught by a pickpocket... one of the best.

"But I did take a pair of cashmere track pants from Wolf of Wall Street and I felt really naughty about it."

And co-star Will Smith also felt the buzz and guilt of stealing when he swiped a packet of gum at a convenience store.

The actor celebrated his quick-fingered skills outside but had to take the gum back.