The 29-year-old actress is a huge fan of 'The Reader' star and was shocked when she learned Kate and her then-husband Sam Mendes had been in the audience at her 2008 play 'The Seagull' because she doubted her performance on the night.
She recalled: "Someone came to our dressing-room and said: 'Oh, my God! Sam Mendes and Kate Winslet are here.' And I was like, 'Are you kidding?' And I burst into tears.
"Everyone else from the cast went to do a meet-and-greet with him and I went out the back door. I didn't want to go anywhere near them, I was so ashamed. I just got into a cab, went home and cried."
Carey is married to Mumford & Sons singer Marcus Mumford - is a fan of Kate and fellow actresses Marion Cotillard and Cate Blanchett because of their "strong, bold" acting projects.
She told the new issue of Britain's Harper's Bazaar magazine: "I have a fear of being passive and every choice they make is really strong.
"Even if they're playing something very quiet, it's visceral and bold."
She aspired to act since she was six years old, but the 'Suffragette' star hasn't always been the most confident on set and feared that she would get sacked from her first few jobs. .
She admitted: "I'm better at it now. I think it's getting older.
"The first couple of jobs I did, I was like, 'How did I land this? I hope they don't fire me.' Now I do that less. I have opinions."
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