Winslet, who previously starred in the movies "Iris" and "Little Children," won the best actress award for her performance in "Revolutionary Road" and a best supporting actress honor for "The Reader."
"I have a habit of not winning things," a surprised-looking Winslet said as she took the stage to collect her supporting actress statuette, the first award given out at the ceremony in Beverly Hills, Calif.
She then said of "The Reader's" producers, Anthony Minghella and Sydney Pollack, both of whom died before the movie was released, "I hope they would have been proud."
"Revolutionary Road" was directed by Winslet's husband Sam Mendes. It co-starred her "Titanic" beau Leonardo DiCaprio.
"Wall-E" picked up the prize for best animated feature film. Also nominated in the category were "Bolt" and "Kung Fu Panda."
Bruce Springsteen won the award for best original song in a movie for his title track to "The Wrestler."
"This is the only time I'm going to be in competition with Clint Eastwood; I know that for sure. It felt pretty good, too," Springsteen quipped, referring to the actor-filmmaker who was nominated for his song "Gran Torino" from the film by the same name.