Winslet won widespread acclaim for her portrayal of small-town detective Mare Sheehan in the hit crime drama by HBO.
The complex character had a mournful backstory in which both her son and detective father had committed suicide.
The actor has since opened up about how she went about constructing Mare’s tragic history in her mind.
“She was a daddy’s girl,” Winslet told IndieWire. “So much so that I felt that probably [her mother, played by Jean Smart] was a little envious of the connection that her husband had with Mare, because she couldn’t relate to Mare in the same way.
“And I decided that on the day that Mare’s father had killed himself, that she had found him and that actually they were going to a daddy and daughter’s dance at her school the next day and she had a special outfit she was going to wear and she was all excited to dress up in, and he chose that day to take his own life.”
The 45-year-old added that the event would have “left [Mare] -feeling that she wasn’t enough”.
“I had to create something as upsetting as that, that in the moment when she talks about it, it would trigger all this off the visual that I’d created,” she said. “This little girl who probably didn’t even wear dresses very often and this dress that she had picked out for herself and was all excited to put on and proud to go to school, this dance with her dad.”
Winslet continued: “I had to create these agonising things that I could rely on that were absolutely clear to me. They became little realities for me in the planning of this part.”
As well as leading the series and serving as an executive producer, Winslet was also responsible for securing two of the show’s other stars.
Both Guy Pearce (who played Mare’s love interest Richard) and Julianne Nicholson (Lori Ross) agreed to sign on to the series after being urged by Winslet.
Last week, creator Brad Inglesby cleared up the confusion as to why Pearce agreed to star in the minor role.