The actress also explained that she and her co-star, Leonardo DiCaprio, improvised their iconic love scene in the film.
"I don't think it was scripted. I think we came up with it on the day. I did get quite sweaty in the car," Winslet explained, adding that she and DiCaprio were "spritzed down" to make them appear sweaty.
Although it was rumored that she got pneumonia after filming scenes in the water, Winslet clarified that she actually got hypothermia.
"You were really cold?" Colbert asked surprised of the actress's statement. "Yes, I was really f**ing cold!" Winslet yelled.
In the film, Winslet's Rose famously tells Jack "I'll never let go," something Colbert was quick to argue that she did in fact do, in letting go of his hand after he passed away.
"I agree. I lie. I fully lie. I hold my hand up and I let him go. Plus, he should have just tried harder to get on that door," Winslet joked.
But then came the moment fans have been waiting for a long-long time.
Attempting to compensate for Jack's death, Winslet and Colbert reenacted the scene, using Colbert's desk as the door.
"Promise me, you'll let me get up on that door with you," Colbert told Winslet, as she holds his hands.
"Come on darling! There's room for two!" Winslet shouted, as she and Colbert maneuver on the desk so both of them can lay on it. (ANI)