The Oscar-winning actress said her experience of Hollywood had been "one shock after another", reported BBC online.
"It isn't easy going through that level of exposure so quickly. "What I do wish is that I had had more support going through those early days. It's genuinely difficult.
"I was living in my lovely little two-bedroom flat in north London... And suddenly I couldn't just walk down the street and buy a pint of milk," she said.
Winslet made her breakthrough film debut - aged 17 - in 1994's 'Heavenly Creatures'. After roles in 'Sense and Sensibility', 'Jude and Hamlet', she shot to global stardom in James Cameron's 1997 disaster epic 'Titanic'.
Set in futuristic Chicago, the story imagines a society divided into five factions.
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