Chris Pizzello / AP

The actress told Salon recently:

"I don't think of myself as a feminist at all. As soon as we start labeling and categorizing ourselves and others, that's going to shut down the world. I would never say that."

Leo said she felt feminists might be judgmental about doing certain kinds of sex scenes:

"I have to go at things without judgment, and that is part of my upbringing, and who I am and the time I was brought up in the world."