However, the Wolf of Wall Street star isn't about fad diets and depriving herself of the good stuff. In fact, she's a certified foodie!
"Food is a big thing for me. I love burgers and fries, which I’ll order with a pint of beer. In the US, my favourite meal is a double truffle burger from the American chain Umami Burger: it comes with a truffle cheese fondue, truffle aioli and truffle glaze," she admitted.
Margot is also a big fan of Mexican food and confessed that when she lived in London, her favourite hotspot was La Bodega Negra in Soho.
"Everything I ate there was amazing – and they whip up the best margarita I’ve ever had anywhere."
Having played physically demanding roles including ice skater Tonya Harding and Harley Quinn, fitness is an important element for the actress.
However, Margot's approach to exercise is very much about having fun rather than slogging it in the gym.
"[I] really got into Pilates when I moved to LA [in 2013] and always feel a lot better after a good stretch," she said.
"I found boxing sessions and fighting practice for Suicide Squad really fun, but quickly realised I wasn’t so much a fan of lifting weights. When I’m not preparing for a role, I prefer to do workouts I really like, such as dance classes or playing tennis with friends."
Aussie born Margot and her husband Tom Ackerley are currently based in Los Angeles but WHO previously reported that the couple could be heading back home Down Under.
Margot and Tom, who tied the knot in Byron Bay in 2016, recently listed their stylish Hollywood Hills bungalow for almost $1.6 million.
“It’s where I’m currently residing,” the former Neighbours star previously shared of her decision to buy property in the celeb hotspot, adding that it wasn’t her forever home.
“It’s difficult to grow roots here. I guess being married changed things.”