DiCaprio has also initiated the return of other, unidentified items that the actor said he accepted as gifts for a charity auction and which originated from people connected to the 1MDB wealth fund, they said in a statement.

In July, Hollywood production company Red Granite was accused in a U.S. civil lawsuit of using $100 million that prosecutors said had been diverted from the 1MDB fund to finance DiCaprio's 2013 film "The Wolf of Wall Street," in which he starred.

DiCaprio said in October he was cooperating with the probe and would return any gifts or donations if they were found to have come from questionable sources.

"Mr. DiCaprio initiated return of these items, which were received and accepted by him for the purpose of being included in an annual charity auction to benefit his eponymous foundation," Thursday's statement said.

"He has also returned an Oscar originally won by Marlon Brando, which was given to Mr. DiCaprio as a set gift by Red Granite to thank him for his work on 'The Wolf of Wall Street,'" the statement added.

The Leonardo DiCaprio Foundation, set up in 1998, supports a range of environmental projects.