Leonardo DiCaprio covers his face with a cap and protective face mask as he goes for a low-key bike ride

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Leonardo DiCaprio covered his face with a cap and a protective face mask as he stepped out for a cycle in New York City on Saturday. 

The actor, 48, attempted to fly under the radar in the LA Dodgers headwear with his long hair peaking out from underneath. 

He wrapped up warm in a navy padded coat, which was worn on top of a blue T-shirt and straight leg jeans. 

To complete his casual ensemble, Leo slipped on a pair of smart leather trainers before hopping on a public Citi Bike. 

He rode through the busy streets after enjoying lunch at upscale Italian restaurant Cipriani Downtown. 

Out and about: Leonardo DiCaprio, 48, covered his face with a cap and a protective face mask as he stepped out for a cycle in New York City on Saturday

Leo's new movie Killers of the Flower Moon is set for release next month and explores the harrowing true story of the 'reign of terror' that left two dozen Native Americans dead.  

The blockbuster, which is due to be released in May, is based on the 2017 non-fiction book of the same name written by David Grann. 

Set in the 1920s, it centers on the FBI's investigation into a string of murders after several members of the Osage tribe in Oklahoma were slaughtered. 

But as film fans get ready for the crime drama to reach their screens, FEMAIL looks back at the horrific true story.

Killers of the Flower Moon focuses on a little-publicized chapter of American history involving the Osage Nation.

In the 1920s, the Osage tribe became wealthy almost overnight after oil was discovered beneath their land, earning them more than $30 million in annual revenue at the peak of the boom, according to the Oklahoma Historical Society.

Subsurface minerals within the Osage Nation Reservation were tribally owned and held in trust by the government. 

Mineral leases earned royalties that were paid to the tribe as a whole - with each allottee receiving one equal share also known as a headright.

Exercise: He rode through the busy streets after enjoying lunch at upscale Italian restaurant Cipriani Downtown

But these headrights could only legally be attained by outsiders if they married into the tribe.

It was during this time that rancher William K. Hale, a native of Greenville, Texas, encouraged his subservient nephew Ernest Burkhart to wed Osage member Mollie Kyle (later Mollie Burkhart).

Burkhart, played by Leonardo DiCaprio, and wife Mollie, played by Lily Gladstone, lived in Fairfax with Mollie's mother Lizzie Q.

Lizzie was a mother-of-four and in May 1921, the decomposed body of one of other daughters, Anna Brown, was discovered in a remote ravine in northern Oklahoma.

She was found with a bullet hole to the back of the head but, because Brown had no known enemies, the case went unsolved.

Just two months later Lizzie herself died under suspicious circumstances from suspected poisoning, although no proof was ever found.

Then another member of the family, Lizzie's nephew Henry Roan, met a similar fate in January 1923 with Hale, played by Robert De Niro, fraudulently naming himself as the beneficiary of his $25,000 life insurance policy.

But deaths within the family did not end there.

In March 1923, another of Lizzie's daughters Rita Smith, along with Rita's husband William Smith, and their housekeeper Nettie Brookshire were all killed when their home was destroyed by an explosion.

And, following their deaths, Burkhart and Mollie inherited a fortune from her mother's and sisters' estates.

But the murders extended beyond the one family with estimates approximating that 24 Osage Indians died in violent or suspicious deaths throughout the early 1920s with newspapers at the time branding it as a 'reign of terror.'

By this time, authorities had begun to grow suspicious and an alarmed Osage Tribal Council sought the help of the US Government.

Hale's name came up early in the investigation as the mastermind behind the killings.

The so-called 'King of the Osage Hills' was accused of bribing and intimidating others to do much of his dirty work as he sought to achieve money and power.

Coming soon: Leo's new movie Killers of the Flower Moon explores the harrowing true story of the 'reign of terror' that left two dozen Native Americans dead. Pictured: Lily Gladstone as Mollie Kyle and Leonardo DiCaprio as Ernest Burkhart

William K. Hale, a native of Greenville, Texas, encouraged his subservient nephew Ernest Burkhart (right) to wed Osage member Mollie Kyle (left)

The killings subsided after Hale, along with accomplices including his nephew, were arrested in 1926.

Hale was formally convicted for his involvement three years later. He was paroled in 1947 after serving two decades of his sentence.

At the time, investigators also discovered that the killers had already started poisoning Mollie in what would have been the last piece of the crook's masterplan.

Fortunately, she recovered and divorced her murderous husband following the trial.