It is the third marriage for the 37-year-old Winslet. She was previously married to film directors Jim Threapleton and Sam Mendes.
The 34-year-old Rocknroll, who was born Abel Smith, is a nephew of billionaire Virgin Group founder Richard Branson.
The couple had been engaged since last summer.
Winslet won a Best Actress Oscar for her performance in the 2008 film "The Reader."