Gandolfini and Winter previously collaborated on the contemporary mob saga "The Sopranos," which ran from 1999 to 2007.
Winter said at a weekend event at New York's Paley Center for Media Gandolfini was "one of the first people we talked about" for the role of Nucky, Deadline.com reported.
"Not only had we just worked with him, but he also bore such an uncanny resemblance to the actual Nucky," Winter said, adding Gandolfini was never seriously considered for the part since he had so recently portrayed another iconic gangster from the Garden State.
Winter recalled how producer Martin Scorsese, who directed the pilot episode of "Boardwalk," recommended they choose an actor they "really like and want to work with."
"Then Marty called me up and said, 'I can't stop thinking about Steve Buscemi.' I said, 'I can't either.' And that was it."
Buscemi has earned rave reviews, as well as Golden Globe and Screen Actors Guild awards, for his work on the show, which is now in its season fourth season.
Gandolfini died of a heart attack in June at the age of 51.