Revealing mistake: Naomi opens her legs in their daughter's room and tells Jordan she's not wearing panties, but she's actually wearing some, as we can see in a shot seconds later.
Audio problem: Jordan and Donnie are talking about Jordan's money. Jordan then says "technically 72 thousand last month. Something like that." When he says "something like that", the camera is very close to Jordan's head with Donnie in the background. You hear the words "something like that", but Jordan's mouth is not moving, it is closed.
Continuity mistake: In the first restaurant scene with Jordon and Mark, there are two martini glasses on the table in the close-up. When they cut to the wide shot, there is only one martini glass on the table.
Continuity mistake: In the very last scene in New Zealand when Jordan is giving a motivational speech, he approaches his first target in the audience and says 'Sell me this pen.' As he does so, he holds out a pen in his right hand. When we cut to the shot to the person's face, we see that the pen is in Jordan's left hand; this goes on and on with every person.
Factual error: When Jordan tries to escape with his daughter in the Mercedes, he pulls the parking brake with his hand (a hand-type parking brake) to stop the car, but that car (Mercedes Benz SL Class R129) is only available with a foot-type parking brake, making his action impossible.
Continuity mistake: In the scene where Teresa is yelling and hitting Jordan after pulling him out of the limo, we see the door being closed 3 times. She starts to close the door. In the next shot she slips, and the door is fully open again. In the following shot she closes the door completely, and in the shot following that, she's closing the door once again.
Continuity mistake: While Jordan Belfort arrives at the Long Island job after seeing the ad in the paper, a woman enters the frame from the left while Jordan parks his car. This woman dissolves into thin air when a second person enters the frame.
Continuity mistake: In the yacht scene with the FBI guys, the yacht is alternately docked to its port side with the stern towards open water and with the stern against the dock. When the agents approach the boat, they come from the left side and there is no dock at the stern. When they leave and Jordan throws them bills, they go around the boat's stern via a dock that wasn't there in the first shot.