The actress said the queen told her she was delighted to give her this honor. Winslet said she was proud of the title but admitted that she felt a little undeserving of the honor.
"I really am incredibly proud. It's an extraordinary moment and there's definitely a part of me that, you know, okay, this doesn't really make any sense. This doesn't add up. How is it that I'm being given this?" Winslet said.
"There are parts of me that feel very young and I feel like I haven't saved anyone's life, and I always think that honors like this should be given to people who are doing things like that," she added.
Winslet says the queen asked her if she loved her job, and she replied, "yes."
ABC News contributed to this report.