"I felt bullied if I'm honest. I remember thinking, 'this is horrible and I hope it passes' -- it did definitely pass but it made me realise that, if that's what being famous was, I was not ready to be famous, definitely not," she added.
For the documentary, which has been filmed by Atlantic Productions, the wreck of RMS Titanic has been revisited.
'The Shape of Water' was one nomination shy from becoming the only fourth movie in the Oscars history to bag a record 14 nods, levelling the stature held by 'La La Land', 'All About Eve' and 'Titanic'.
During "The Late Show with Stephen Colbert", the host said Paramount wanted to cast McConaughey as Jack in the film.
Cameron began filming the first of the four Fox movies last week in California. He first announced plans for four films in 2016.
However, Winslet says she faced harsher conditions while shooting alongside Idris Elba. Winslet, who was not prepared for the freezing temperatures in the remote landscapes of British Columbia
Cameron is currently busy with "Avatar" sequels, which features Sigourney Weaver.
"This was much harder than Titanic because we really were at 10,000 feet and it really was -38 degrees Celsius. I definitely had 'Titanic' flashbacks, freezing cold, falling into that cold water," said Winslet.