RocknRoll, 34, who changed his name from Abel Smith, is reportedly the nephew of Sir Richard Branson.
Their wedding took place in a converted barn and was attended by just six friends from each side, The Sun reported.
Winslet's spokesman said: "I can confirm that Kate Winslet married Ned RocknRoll in New York earlier this month in a private ceremony attended by her two children and a very few friends and family. The couple had been engaged since the summer."
The actress achieved worldwide fame for her role in the 1997 blockbuster Titanic, starring opposite DiCaprio.
Winslet, who won a Best Actress Oscar for post-war romantic drama The Reader, accepted a CBE earlier this year for services to drama - 100 years after the "unsinkable" ship went down. At the time, she spoke of her love of acting but said being a mother was the "best job".