John Bayley poses with the leading actors in Iris
The film is based on the memoirs of Murdoch's husband, John Bayley, who witnessed her battle with Alzheimer's disease before she died in 1999.
Winslet and Dame Judi both play Murdoch at different stages of her life in the BBC-backed production, while Hugh Bonneville and Broadbent portray Bayley.
The film opened in the US last month and has already been tipped for success at the Oscars. Dame Judi has been nominated for a Golden Globe award, as have Winslet and Broadbent.
Bonneville, who plays the young Bayley, admitted it was strange acting in front of the writer.
The Notting Hill star told BBC One's Breakfast: "It was eerie meeting him when he turned up on set.
"But he was delightful and supportive of the film. It's a huge risk when you take someone's memoirs and put them on screen. You want to respect it as much as you can."
And Broadbent told the BBC he was encouraged by the talk of awards.
"It draws attention to a love story that's very hard to sell - a love story about two old academics," he said before the première.
"I think it's a beautiful film - it's very moving and touching and it will touch a lot of people."
Dame Judi said the writer was a "heroine of mine" and is still, but I wasn't aware that I looked like her."
The Oscar winner said playing a character with Alzheimer's was a challenge.
"There is just a complete blankness. They are aware that something is wrong and then they go to a stage of not knowing there is anything wrong."
But she played down talk of awards, saying: "There's a lot of talk about a lot of people in Oscars - so who knows?
"But I enjoy award nights hugely - Michael [Williams, her late husband], Finty [their daughter] and I always had a great time, nudging each other and star-spotting."
Cutbacks
Winslet spoke of her enjoyment at making the film, adding: "It was a lot of fun - this was not a pretty film for any of us - not much make-up, and wearing questionable wigs and costumes.
"I love it - I don't normally watch any of my films more than once, but this will be the fourth time I've seen it and I'm still really looking forward to it."
The film had severe financial restrictions after its production budget was cut from $20m (£13.7m) to $6m (£4.1m), but director Richard Eyre said the film was never about special effects.
He said: "The film is just about people. The concentration here is on the humanness of human beings."
The film is released in the UK on Friday.