Yes, Kate Winslet and Leonardo DiCaprio have always gotten along famously. They first met when they were both young actors working on the film Titanic. They had an immediate connection and their friendship has only grown over the years. In fact, they are so close that they are godparents to each other's children. They frequently work together and appear in public together, always with warm words for each other. It's clear that these two Hollywood heavyweights genuinely enjoy each other's company.