DiCaprio and Winslet shot to fame after playing one of the most-loved on-screen couples Jack and Rose in the 1997 blockbuster, set against the backdrop of Titanic tragedy.
In the climax as the ship sinks Jack and Rose find a piece of door floating. Jack helps Rose climb on it but it starts sinking when he tries to fit himself on it. He then decides to save Rose's life by staying in the cold water, which leads to his death.
"It's not going to be a story that causes a huge furor. It'll just be something that makes people laugh. Thank God for time and the passing of it, that's all I can say!"
Winslet, who took home the BAFTA award for best supporting actress for her role in "Steve Jobs", said DiCaprio doesn't feel quite the same about that piece of wood.
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Earlier, Winslet had admitted to Jimmy Kimmel that she basically let Jack "freeze to death" in the movie.
"I think he could have actually fit on that bit of door."
DiCaprio also won Sunday night in London, scoring the BAFTA award for best actor for his role in "The Revenant".