Winslet and DiCaprio, who is nominated for his role in "The Revenant," appeared together in the 1997 movie "Titanic." Although he's been nominated for an Oscar six times, DiCaprio has never won.
"To be honest with you, it has been such an extraordinary year for women. I'd feel like I was letting my side down if I didn't go," Winslet told the BBC at the launch of her latest film "Triple 9." "And also I feel very strongly that it may possibly be Leo's year. And he is my closest friend in the world and I just couldn't imagine not being there to support him. And I think those are reasons enough really to show my face."