Titanic actress Kate – who is expecting her third child – looked smart in a cobalt blue jacket and black dress, paired with black pumps, as she headed out with Ned on Tuesday (17 September).
Kate and Ned confirmed their baby news in June, with a rep saying the couple are "thrilled" to be expanding her family.
Kate is already mum to 12-year-old Mia, her daughter with first husband Jim Threapleton, and 9-year-old Joe, her son with second husband Sam Mendes.
They married in a private ceremony in December 2012, but Kate (who has been married twice before) has told The Telegraph she won't be changing her surname from Winslet to Rocknroll.
"I was never going to change my name to Rocknroll. I've never changed my name to anything so I didn't see a reason to start now," she said.
Kate also said she wants to carry on her family surname as she only has one brother, who currently has no children.
The Oscar-winning actress has been keeping a relatively low profile since announcing her pregnancy. The first time we saw her baby bump was earlier this month at the Toronto International Film Festival, where her movie Labor Day premiered.
Aside from promoting that movie, Kate has also been chatting about next year's film Divergent, based on the novel by Veronica Roth.
She recently told MTV News that she was influenced to join the cast by her children - and that decision is already paying off.
"My daughter, two days ago, came home from school and went, 'Mum! You're never going to believe it. Rufus came up to me at school and said, 'Is your mum really in Divergent? Is there going to be a premiere? Can you get me a ticket?' My daughter suddenly [had a] new-found respect.
"I'm just going to go with that. I did it because I wanted my kids to think I was cool."
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