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The 33-year-old has been nominated five times but has yet to win the movie industry's most coveted prize.
She told Reveal: "I want to win, I'm not denying that. I don't want to be sitting there with a fixed grin on my face while someone else wins. But we all do that, don't we?"
Winslet has been tipped to pick up an Oscar for her roles in The Reader and Revolutionary Road. She has secured two Golden Globe nominations for those films.
The nominees for the 81st Academy Awards will be announced on February 2, with the ceremony taking place on February 22 at Hollywood's Kodak Theatre.
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