The former EastEnders actress explained that her friendship with the late singer was kept secret from the press.
"I kept our friendship private even though she was often in the news," she told The Mirror.
"We kept it a secret. We always said our friendship would be very private because we knew what it would be like…'Friends with Barbara Windsor, what's that all about?'"
Talking about how they become close, she stated: "My husband's family is very friendly with Amy's family.
"The two have known each other for a long time. I live near Regent's Park and she used to go to a clinic near us. She would sit out at the back entrance and have a cigarette.
"I spotted her one day and said to Scott, 'That's Amy out there having a cigarette, you should go out'. He went out and she said, 'Hello, Scott, I was wondering which house you and Ba lived in'.
"He told her to stop sitting outside and come in. Then, whenever she was there, she knew she didn't have to sit on a wall and could come and see us.
"She would knock on the door and we would have quality time with her."
Windsor revealed that Winehouse would often help her learn lines for EastEnders.
"There was always an EastEnders script on the coffee table and we would read the scripts together.
"There was one really heavy scene between Peggy and Pat where it really kicked off. I pretended to be Peggy and for the first time Amy played Pat.
"Afterwards she always insisted on playing Peggy, which was lovely. She was very good, she was a very good actress.
"That was one of our smashing moments. It was lovely and we always said we would never tell anyone."
Speaking about the singer-songwriter's death aged 27, she added: "I was so upset when I heard the news. She was an amazing, amazing talent.
"It was tragic that she was getting herself sorted out…but that's life isn't it?
"We stayed away from her funeral but we went to the third Shiva and said prayers with her family."
Stevie Wonder recently revealed that he wanted to duet with Amy Winehouse.