Leonardo DiCaprio is one bashful humanitarian after shelling out a million bucks for victims of Harvey ... but that's still not throwing off his game with hot chicks. 

We got Leo Wednesday night leaving TAO in Hollywood with a handful of ladies, and as they all board an SUV ... the actor tries sneaking past the cameras outside all incognito ... this after sending a whopping mil to the United Way Harvey Recovery Fund.

No need to be shy, bud -- you're a playboy with a big heart (and wallet). We're guessing that can only go over well with your usual crowd.