"We were kind of the goofy kids on set. Y’know working with Leo, he’s a bit gorgeous and I was worried that I was going to get bowled over by him, or that he was going to find me all stuffy and Shakespearean and English. But the second we met, we just competently clicked. We’d do the most ridiculous things to each other. He’d be tickling me, groping me, winding me up. And I’d be doing the same thing back, sort of grabbing his bum."
Between shots, Winslet says, she and DiCaprio would snuggle under a blanket in his trailer and talk about sex. “You know, some very, very personal things, asking each other for advice,” she says. “Not necessarily comparing notes but sort of, ‘No, don’t do it like that, do it like this.’ He’s very good at that. I have to say, a lot of those sexual tips he’s given me have worked. And I know it’s vice versa.”
"Leo and I were literally straight on the tip (of the boat) , "she recalls, still incredulous,"and we were about to go down slowly with the ship. It was a night shoot and we were outside and it was very, very cold," she continues without taking a breath, "and we were up there on this tip literally, a hundred foot in the air, absolutely petrified, and they were adjusting the camera angle and Leo and I just hung on to each other for dear life. We had cigarettes hidden in the pockets of our costumes and the two of us literally were having conversations like ,’What would happen if we died?’ and I’d say things like ‘Leo, I love you, I really do love you so much. You are a very important person to me and I’d have your babies. I would, I’d have your babies, really, it’s fine. And help me God, dear God, please tell my mum that I love her dearly’. We were so, so scared. But that’s the nature of the game. You look back on it and it was all completely thrilling and compelling-every day."
"Leo was so tired. He has his head on my stomach and asked for a sandwich. The assistant asked, ‘What do you want on it?’ and Leo said,’Oh, Kate will tell you.’ And Leo just kind of fell asleep. And I did know exactly what he wanted, this cheese and no tomato and no pickle. I absolutely knew. And I thought, ‘God, that’s really weird that I know this person so well.’ It was brilliant."