The 38-year-old was discussing her cookery book at the Roundhouse Studios in London for the iTunes festival on Tuesday when she admitted her children, Apple, seven, and Moses, five, were banned from McDonald's.
She said: 'I take them to Pizza Express because I think that is much healthier.
'Don't tell them there are toys!'
The wife of Coldplay frontman Chris Martin, who said she can eat any man under a table, also revealed she always drinks while creating her dishes.
According to British newspaper the Daily Mirror, Paltrow added: 'I drink constantly while I'm cooking. Wine, either colour.'