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However, even she wasn't convinced that balancing a newborn with her new blockbuster "Divergent" was possible.
"I said, 'Are you high?' How am I going to do this? But somehow you do. You make it work," she said. "There's actually something empowering about going, 'Hell, I can do this! I can do all of this!'"
The 38-year-old actress explained to E! News that she'd pump between scenes and send the milk back to the hotel where her husband was with their son.
However, the issue of getting back into her costume was more complicated.
"It had to be taken in, actually, but getting in to the costume again was a little bit like squeezing a sausage into a thimble," she said. "I had just had a baby! It just doesn't feel right. Your body is very soft and yeah, I was barely out of my bathrobe before coming [to L.A.] to shoot!"
To get back into shape, Winslet said having three children keeps her busy and nursing baby Bear has been helpful.
"When you're nursing you really have to eat, otherwise you don't produce anything that's going to feed your child," she said. "So actually nursing's a great excuse to eat heaps. That's what I've been doing."