The 38-year-old is now married to Coldplay frontman Chris Martin but she used to date Brad Pitt and Ben Affleck.
In a new E! special she admitted that the romances were a bit weird.
She said: "It was strange to be part of a public couple."
Paltrow's mum is the actress Blythe Danner and her father was the late director Bruce Paltrow.
She admitted that her parents didn't help her out too much as she tried to make it in the industry.
Her mum said: "We could have paid for everything and had a spoiled kid. [But] I think it's really important for people to work hard."
Paltrow added: "I would say: 'Dad, I can't go out to dinner, I have no money.' And he would say: 'You're welcome to come over here and eat at our house anytime, but I'm not giving you money for your social life.'"