The actress joked on The Tonight Show Starring Jimmy Fallon that she never thought she'd grow up to marry someone who "throws balls for a living."
Leto won the Oscar for Best Supporting Actor in 2014 for his role in Dallas Buyers Club.
The actress and model also announced she was leaving social media on Tuesday.
Christina Ricci obtains restraining order against estranged husband, alleging 'physical and emotional abuse'
Ricci filed for divorce from James Heerdegen in July.
The two actors starred together in the 2000 film The Newcomers.
The actor was photographed leaving a Rite Aid in Los Angeles without a mask on Sunday.