In a statement, Winslet said that in the light of "recent personal events," she felt it would be better to stay out of the limelight, Reuters reported.
The premiere was due to be her first public appearance since she split from film director Jim Threapleton on Sept. 3 for undisclosed reasons. The couple met on the set of her 1997 film Hideous Kinky, got engaged within months and married the following year.
"In light of recent events I feel that, for the sake of myself and my family, a short time out of the spotlight would be beneficial," she said.
Threapleton and Winslet have an 11-month-old baby named Mia. "Kate is a good mother," Threapleton told the British paper The Mirror. "We are looking forward to having a positive future with Mia. That's the only important thing at the moment."
The couple continues to run their production company, Telltale Films, which aims to develop and produce U.K.- and European-based films together.
"She's not afraid of terrorism, but she is afraid of the British press," Jagger told The Associated Press. "She's having a bit of a problem, I think, being in the spotlight."
"I didn't know she wasn't coming, it's none of my business," he told BBC News.
Director Michael Apted dedicated the film to the New Yorkers who are still suffering from the Sept. 11 tragedy.
Having recently flown in from the U.S., Apted said he observed "a great deal of strength of spirit and numerous stories of the many, many people who are trying to save lives," BBC News reported.
"The mayor Rudolph Giuliani was telling people to go out and visit friends and pick up their lives. And it is in that spirit that I introduce Enigma."