Winslet, 37, who has gone through a divorce and new marriage since 2009, said she was grateful for the past experiences, reported Harper's Bazaar magazine.
"I've really learnt a great deal about myself, in the last four years in particular. I think I can see more clearly now, about how the pattern of past experiences has shaped who I am, and the characters I have played - and I'm grateful for that.
I have so much more material to draw on for work - rubble, bricks - and I know I can carry it now," she said. Winslet, who received a CBE for services to drama, also spoke of meeting the Queen, saying she had beautiful skin and wonderful thick hair. "She looked really well and pretty and fresh, and she was wearing a lovely pale-yellow dress," she added.