The actress learned to freedive for the film - in which she will play Ronal - and has broken Tom Cruise's film record by holding her breath under water for seven minutes and 14 seconds.
Though Kate thought the experience was "wonderful," she was also aware of how dangerous it was.
"God, it's just wonderful. Your mind completely drifts off. You can't think about anything, you can't make lists in your head, you're just looking at the bubbles underneath you…" she recalled during the interview with Observer magazine.
"My first words (when I resurfaced) were, 'Am I dead?' Yes, I thought I'd died."
Kate's husband, Ned Rocknroll, trained with her and although he got "quite good," he struggled spending too long under water.
"You have to have someone there. Ned trained with me and he got quite good at the breath holding as well. But he did… black out," she added.
Kate Winslet was not the only cast doing her own stunt for the upcoming "Avatar" sequel.
71-year-old Sigourney Weaver, who is returning for the follow-up after starring in the first movie, was also determined to tackle difficult underwater scenes.
While admitting she was initially overwhelmed by the amount of underwater scenes in the script, she worked hard to prove she wouldn't need a diving double.
"I had some concerns, but that's what the training was for," she previously told the New York Times' T magazine. "And I really wanted to do it. I didn't want anyone to think, 'Oh she's old, she can't do this.' "