GOLDEN GLOBES: Leonardo DiCaprio Responds To THAT Lady Gaga Moment! Kitchener, ON, Canada / 91.5 The Beat Laura Geddes January 11, 2016 06:42 am Lady Gaga won her first ever Golden Globe for Best Actress in a TV miniseries. She had a pretty emotional speech where she mentions she wanted to get into acting before she even became a singer! A lot of people speculated about what Leonardo DiCaprio was laughing at as Gaga passed by to accept her speech. via GIPHY And this was Leonardo’s explanation: JLaw and ASchu, killed it at the Golden Globes! Jennifer Lawrence ended up beating Amy Schumer for best actress in a comedy.