Winslet, 38, has two older children -- Mia, 13, and Joe, 10 -- by two different fathers, but both bear her last name, Parade magazine said.
New son, Bear Winslet, will also share her last name, not that of his father, her third husband, Ned RocknRoll, she told Glamour U.K.
"It was always going to have my name," she said of Bear. "It would be weird if this baby didn't.
"Of course we're not going to call it RocknRoll. People might judge all they like, but I'm a grown-up," she said.
Winslet said she's received some negative reaction to her decision.
"No one has a right to comment on anyone's life or the choices I do or don't make. It's very easy to be judgmental until you know someone's truth. People have no idea at all," she said. "It baffles me, truly, that you can publicly treat a person like that. It's not very nice."