The incident was confirmed by a representative of the famous actress through this film Titanic.
A representative Winslet said the private ceremony was conducted in early December, and was attended by her two children and a number of colleagues and family.
The Oscar winner is engaged to Ned Rocknroll, who is the nephew of Sir Richard Branson, since last summer.
Winslet previously married to Jim Threapleton and Sam Mendes.
She has a daughter, Mia, from her marriage to Threapleton, whom he married for three years until 2001, and a son, Joe, from her marriage to director Mendes, the couple divorced in 2010.
Details of the wedding remain confidential, but People magazine reported that the wedding was attended by Leonardo DiCaprio.
DiCaprio and Winslet starred in a hugely successful Titanic, and paired again in Revolutionary Road, directed by Mendes.
Winslet and RocknRoll first relationship while at the resort owned by Sir Richard on Necker Island in the Caribbean 2011.
Rocknroll, who changed his name from Abel Smith, working for his uncle's space airline, Virgin Galactic.
