The English-born actor is in amazing form as a put upon small town Pennsylvania detective who has enough problems of her own to deal with until a horrific murder sends the whole community into uproar.
Winslet, who was recently being toasted at virtual film festivals up and down the country with the acclaimed movie Ammonite, has been connected to the new show for almost three years.
And the Oscar-winner insisted it’s been worth the wait.
She said: “It was the end of 2018. I had something else coming up, which ended up being the film Ammonite.
“So wrapping my head around how I would make this jump from the character I was playing at the time to being Mare Sheehan, it was like one of the biggest challenges I think I've ever been slapped with.
“And she’s nothing like me. So that’s pretty scary in a great way if you're an actor like me who likes to feel terrified and exposed.
“I just had never done anything like this, I was excited to read something that just gripped me right away.
“I really felt the sense of not just who Mare was, but the world that she lives in, where she comes from, that sense of community and the sense of responsibility/burdens that Mare carries — for lots of reasons to do with her backstory — really, really intrigued me.
“But the story has such a heart to it and it’s rooted in so much truth, and it just really resonated with me. I was excited to work with HBO again, having done Mildred Pierce with them back in 2010.“
She’s joined in a cracking ensemble cast by Guy Pearce, Scottish actor James McArdle, Jean Smart, Evan Peter, David Denman and scene stealing youngsters Cailee Spaeny and Angourie Rice.
Behind the camera are writer Brad Ingelsby and director Craig Zobel of respective The Way Back and The Leftovers success.
Kate commented: “There's nothing more luxurious for an actor to spend time in the company of other wonderful actors. So I was very excited by all of it. It sort of came at the perfect time in many ways for me where I was looking for something that was going to consume me as much as this would and it certainly did.”
With her former high school sports star character the beating heart of her small town, Winslet went to great lengths to make sure she had an authentic experience with it.
“The dialect spent months driving me mad whilst I was learning that, and learning how to be a detective, the real nuts and bolts, the detail of that job. I didn't want to just be quickly shown on the day, so I really did spend several months working with the Easttown Police Department, as well as Marple Township Police Department and they were all amazing.
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“I worked with a great woman named Christine Bleiler who is a female sergeant detective, and she was just incredible and very, very supportive and was on set with us a lot.”
She added: “I watched a lot of real crime drama and a lot of YouTube footage. Particularly of the opioid district, Kensington, because I spent some time working with real police department individuals in blacked-out vehicles driving around those areas in order to learn.
"But we really wanted to capture the essence of what it's like to really be a detective, you know, from that town. It's a place that really exists. The people there were just wonderful and so incredibly helpful with everything we had to do.
"And if anything ever felt fake or phoney, we would say, 'Tell us, please tell us right away.' So this wonderful woman Christine, who I mentioned, she would come up to me and say, 'Mm, no, that's what they do on TV. Don’t do that.'“
Mare of Easttown airs Mondays at 9pm on Sky Atlantic
WATCH: Kate Winslet admits to childhood crush on new co-star Guy Pearce.