The pair sprung from their seats and took their respective positions in the scene, with Winslet using Colbert's desk as the door she was floating on in the 1997 blockbuster.
"Promise me, Rose. You'll let me get on that door with you," Colbert said.
"Come on darling, there's room for two," Winslet said and helped him climb up.
While Winslet admitted she could have saved her fictional lover in the scene, she could not have stopped herself from shivering while filming it.
"Yeah, I was really f-cking cold," she exclaimed in a "lightning round" of questions written by massive "Titanic" fans on Colbert's staff.
Another revelation: That hot sex scene in that car was unscripted, and also not as hot as it appeared. "It did get quite sweaty in the car, but we were spritzed down with spray Evian bottles to make us look really like we were in the throes of..."