Police say no one was injured, but an ambulance did stop at the scene on its way back to the hospital to make sure everyone was OK.
An eyewitness tells ET that DiCaprio was driving Agdal and her two friends when the accident occurred, and the the 24-year-old supermodel seemed "a little shaken up." The Mini Cooper apparently started smoking after hitting the SUV, and the actor went over to the driver's side of the vehicle to advise the woman to get out of the car and stand on the sidewalk. Agdal also came over and spoke with the woman for a few minutes, according to the eyewitness.
As for any damage to the vehicles, the eyewitness says that the Range Rover's bumper fell off and DiCaprio put it in the trunk. At one point, Agdal was seen hugging the actor as they waited for police to arrive. DiCaprio and Agdal stayed at the scene for about an hour before driving to a private estate in East Hampton, according to the eyewitness.
The couple have been on the East Coast since last week, and on Thursday night, the 41-year-old Oscar winner was seen holding hands with his new girlfriend as they walked through New York City after having dinner with a friend.