People are convinced that they are 'more than friends' - despite overwhelming evidence to the contrary.
Leo was the guy who walked Kate down the aisle when she married Ned Rocknroll, according to USA Magazine - Come on fans, we know you like Titanic but... They're just friends.
Despite this, the rumour mill has been sent spinning again after Winslet revealed that the pair have a very close relationship.
During an interview with Glamour, the 41-year-old star said:
You don’t even want to know the last conversation we had, because it was so funny and made me laugh so much.
We found ourselves saying to each other, ‘Can you imagine if the world really knew the stupid things we say?’
I’m not going to tell you what we actually talk about, but yeah, we’re very, very close and sometimes we do quote the odd Titanic line back and forth to each other, because only we can, and we find it really funny.