The actress, who is from Reading in Berkshire, says the baby is due at the end of the year.
The 37-year-old actress married Mr RocknRoll, 34, the nephew of Virgin tycoon Sir Richard Branson, in New York in December, almost 18 months after they met.
Winslet made her film debut in 1994's Heavenly Creatures and received her first Oscar nomination the following year for her portrayal of Marianne Dashwood in the adaptation of Jane Austen's Sense and Sensibility.
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Three young women with Down's Syndrome have made an impassioned appeal to councillors to reverse plans to shut their respite centre.
Poole Hospital is to lose it's A&E department, maternity unit and paediatrics services in a major shake-up of healthcare in Dorset.
Wednesday night's weather for the east of the region