Kate Winslet, Marie Claire UK

Marie Claire UK/Nico for Lancome 2014

Kate Winslet and Leonardo DiCaprio make better friends than lovers.

The actors, who co-starred in 1997's Titanic and 2008's Revolutionary Road, have always been close. In fact, DiCaprio gave the actress away when she married Ned Rocknroll in 2012. "I think the reason that friendship works is because there was never any romantic thing," Winslet says in Marie Claire U.K.'s November issue. "It's so disappointing for people to hear that, because in the soap opera of the Kate and Leo story we fell in love at first sight and had a million snogs, but actually we never did. He always saw me as one of the boys; I've never really been a girly-girl. We needed each other to lean on because we were very young and working all kinds of crazy bloody hours and it was a shock to the system.'"

Both actors will be over the hill before long, though it's unlikely they'll celebrate together.

"He's 40 this year and I'm 40 next—that's weird. Isn't that weird? He wouldn't have a joint party with me. He really wouldn't. Definitely not. He likes to have his moments," the Labor Day actress, 38, explains. "But also I don't think I'd want to have a joint party with him, more to the bloody point!"

While she'll always have DiCaprio's back, Winslet doesn't stand in solidarity with stars like Gwyneth Paltrow, whose comments about balancing her responsibilities created an uproar earlier this year.

"We've heard a lot from actresses recently about how difficult it is. But we should never be saying that it's difficult because we are so bloody lucky. It's just not an ok thing to share. It's always a juggle, but isn't it for every working mother? The thing for me personally that is a difficult transition is that my life at home is just so different to my life at work. It doesn't matter which of the two is harder, it's the emotional – rather than logistic—jump from one place to another that's difficult. The juggling of it all..."

Instead of worrying, Winslet does the best she can and knows that'll be enough.

When Winslet's personal and professional lives do happen to intertwine—like when she got pregnant with her third child while filming the upcoming movie A Little Chaos—she makes the best of it. "The first AD came up to me and said, 'Why didn't you tell me?' And I said, 'Why do you think, you big twit—you would never have let me get in that freezing cold water tank in a corset on a night shoot!'" she said. "I didn't have a bump at all, so no one knew and I made them sew stretchy panels into the corset without telling them why. But my boobs are gigantic in the film and now it's like, how did no one guess?"

The November issue of Marie Claire U.K. is out now.

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