Oscar-winning actress Blanchett, 54, said that people have told her they "loved" her in 1997 romance film Titanic, in which Winslet, 48, starred opposite Leonardo DiCaprio as Rose DeWitt Bukater.
Blanchett told The Graham Norton Show: "I get it all the time.
"People will say, 'Is it you? Is it you?' and I say, 'Yes I think so', and then they say, 'I loved you in Titanic'."
Winslet added: "I get people coming up to me saying 'I loved you in Elizabeth', it happens a lot."
Blanchett played Queen Elizabeth I in the 1998 drama about her rise to power in 1558.
On the chat show, British actress Winslet, who has also won an Oscar, discussed what it was like to play a dictator for upcoming satirical drama The Regime.
She said: "It really is very funny, and we wet ourselves laughing every day.
"After COVID, being in a pack of actors was overwhelming - we had all missed that sense of just playing when you get into a room and fire off each other. It was just a great experience."
Asked if she felt confident going into the role, she added: "I never feel confident. It was completely terrifying.
"I have never played a character like this before. She is so absurd and really just nuts.
"I knew that I was going to have to try and find a way to do something I have never done before.
"Every single day I was like, 'Come on, you can do it'. It was such a wild ride."
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