The 38-year-old played fallen star Kelly Canter in the new film and she was asked how she managed to bring out her dark side for the movie.
She said to MTV News: 'I'm a very dark person. Don't let me fool you. I think we all have darkness, don't we?
'I certainly do. I've been through a lot. I know people who have been through a lot, and there's always a lot to draw from.
'You see things, I think, when you're an actor. You notice behaviour and you notice stuff. It all kind of goes into the computer.'
Paltrow said she asked her Iron Man co-star Robert Downey Jr on how to play a person with an addictive nature.
She said: '[I reached out to him] because I understood addiction, I used to be very addicted to cigarettes. I understood that: 'This is bad for me. My father has throat cancer, but I'm going to smoke this.''