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Few friendships in Hollywood are as precious as the one shared between Leonardo DiCaprio and Kate Winslet. The two have been best friends since 1996 when they starred as Jack and Rose in James Cameron’s Titanic. And according to Winslet, they have an incredibly unique relationship that she feels so “lucky” to have.

Leonardo DiCaprio and Kate Winslet
Leonardo DiCaprio and Kate Winslet | Christopher Polk/Getty Images

Kate Winslet and Leonardo DiCaprio instantly became best friends while starring in ‘Titanic’

According to Winslet, she was incredibly nervous at first to play DiCaprio’s love interest. At the time, she was an unknown actor from a little town in London. Meanwhile, her co-star was an A-list celebrity who was considered one of the biggest heartthrobs in Hollywood.

Yet as she got to know DiCaprio, she realized how down to earth he was. They instantly got along, becoming closer than ever on set.

“She was my best friend for seven months,” DiCaprio told Rolling Stone in a 1998 issue. “We’d unload the stresses of the shoot to each other, vent to each other, watch out for each other. Kate was just the perfect person to work with because she was very much one of the guys, and it would have been much harder without her. We were partners.”

Kate Winslet opens up about her ‘unusual’ relationship with Leonardo DiCaprio

Kate Winslet and Leonardo DiCaprio
Kate Winslet and Leonardo DiCaprio | Christopher Polk/Getty Images

Winslet talks about how lucky she is to have a friendship with DiCaprio. In the Intelligence Squared Podcast, she says that filming Titanic would have been a lot harder without DiCaprio by her side.

“I know people love to hear stories about Leo and me,” she said. “Because in everyone’s minds, we must have surely had this great love affair. (We didn’t. I’m sorry.) But we were so connected and so close, and really tight. We were a little unit, and that was quite unusual. It is unusual. He would have done anything for me, and I would have done anything for him. You know, we stood up for each other and quite literally held each other’s hands. You know, when you’re standing in the freezing cold water for 10 hours straight, and all you want to do is cry… we’d be holding hands under the surface of the water, and he was saying, ‘come on, sweetie, one more take. We can do it.” And I think if we haven’t have had that, yeah, we could have been outshone by the sinking ship.”

Kate Winslet wants to write a biography about her relationship with Leonardo DiCaprio

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According to Winslet, she has so many great stories with DiCaprio that she wants to write a memoir about their friendship. (And honestly, who wouldn’t die to read it?)

“There will be a biography one day, the stories I’ve got honestly… Absolutely hilarious,” she laughs. “Conversations we would have… We would make up songs, we would chat, we would unplug our radio mics that we hid in our costumes, and we would have such a great time. We would be like ‘party for one!’ And it was at night, it was under the stars, chatting away. And I think if we haven’t have had that, we would have definitely found the whole experience a lot harder. It was very, very hard. It’s no secret that it was very hard. That was a very tough shoot… And so I’m deeply grateful for that camaraderie that we had which you don’t always find. It is quite unique, so lucky me. And I got Leonardo DiCaprio all to myself for seven and a half months. It was fantastic.”