The 41-year-old actor stars with Idris Elba in the thriller, as survivors of a plane crash left stranded on a remote, snowy mountain.
She says spending long days in icy conditions took a toll on her, reports New York Times magazine.
"I would have panic dreams about my children being trapped under ice," says Winslet.
"The Mountain Between Us" is not the only movie role to have affected the Oscar-winning star's sleep. She often woke up "in sweats" while shooting Woody Allen's upcoming film "Wonder Wheel".
"And my hands would hurt - I had been sleeping with a clenched fist and pressing my nail into my fist. Now that is proper anxiety," she says.
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