The pair struck up a lasting friendship whilst filming Titanic in 1997, and Kate, 35, said that he has been a 'rock' for her throughout her divorce from movie director Sam Mendes.
She told Vogue, 'He knows me better than anyone else in the world.
'Lots of male friendships begin as a cheeky snog. Or a little undercurrent of flirtation. But Leo and I? No. He's my rock.
'I don't know what the f**k I would have done if I hadn't had him.
'We literally grew up together. And in every major life event we've been there as a support mechanism for each other.'