The 45-year-old actress has won rave reviews for her performance as weathered police officer Mare Sheehan in the HBO show but, apart from the socialising elements of the job, she doesn't think she's has what it takes to be a police officer in real life.
She told the new issue of My Weekly magazine, "I'd be a lousy detective. I'd be very good at the coffee and the after-beers, definitely."
"I could never do the job Mare does. I could never be a detective. I don't think I have the mental stamina. I have stamina - but in a different way."
Kate admitted taking on the role was a "scary" prospect because she and the character are so different.
She exclaimed, "She's nothing like me! That's pretty scary in a great way if you're an actor like me who likes to feel terrified and exposed."
"I had never done anything like this and was excited to read something that just gripped me right away. I really felt the sense of not just who she was, but the world she lives in and where she comes from."
However, the Oscar-winning star - who has Mia, 20, and Joe, 17, from previous relationships and seven-year-old Bear with husband Edward Abel Smith - could relate to Mare's sense of family.
The "Titanic" star said, "I think the one thing I had in common with Mare is that sense of family and how much it means to her to hold that together at all costs."
"And also to be able to admit to herself from time to time that she has failed in a lot of areas and tries desperately to correct those errors and to hold everyone as close to her as she can, even if she's a difficult person to live with from time to time."
"It doesn't change the fact that her love for her family is the thing that bolts her down and drives her in life, and is her number one priority."
"And that was something I was able to connect with in the midst of all these things that were so far removed from myself."