Allen, 84, was accused of molesting his adopted daughter, an allegation he vehemently denies, while Polanski pleaded guilty to the rape of a 13-year-old girl.
Polanski, who fled the United States in 1978, won the best director Oscar in 2003 and was given a standing ovation in his absence.
British actress Winslet, 44, has worked with both men, starring in Allen’s 2017 drama Wonder Wheel and in Polanski’s 2011 black comedy Carnage.
Speaking to Vanity Fair, Winslet said: “It’s like, what the f*** was I doing working with Woody Allen and Roman Polanski?
“It’s unbelievable to me now how those men were held in such high regard, so widely in the film industry and for as long as they were. It’s f****** disgraceful.
“And I have to take responsibility for the fact that I worked with them both. I can’t turn back the clock. I’m grappling with those regrets but what do we have if we aren’t able to just be f****** truthful about all of it?”
Polanski, 87, was expelled by the film academy in May 2018, following Hollywood’s #MeToo reckoning.
Winslet’s latest film is the romantic drama Ammonite, inspired by the life of British palaeontologist Mary Anning.
It tells the story of Anning’s romantic relationship with Charlotte Murchison, played in the movie by Irish star Saoirse Ronan.
“Ammonite has made me really aware of being even more committed to honouring what women want to be saying for themselves in films and how we really want to be portrayed, regardless of sexual orientation,” Winslet told Vanity Fair.