Winslet, 38, shares Mia Threapleton, 13, and Joe Mendes, 9, with her first and second husbands Jim Threapleton and Sam Mendes, respectively.
She is now pregnant with her first child by her third husband Ned Rocknroll.
Despite the divorces, Winslet denied her two older kids are shuttled back and forth between her and their fathers.
"People go, 'Oh, my God! Those poor children! They must have gone through so much.' Says who?" Winslet said in an interview for Vogue magazine's November issue.
"They've always been with me," she said. "They don't go from pillar to post; they're not flown here and there with nannies. That's never happened. ... My kids don't go back and forth; none of this 50/50 time with the mums and dads -- my children live with me; that is it. That is it!"
Celebrity Breakups and divorces of 2014 [PHOTOS]