Appearing on The Oprah Winfrey Show, the Oscar-winning actress told the host: "I think maybe it's the idea that you can't have something... I just can't do it. I just cannot diet."
She added: "It's worth it to me to do that extra exercise so I can eat what I want and not think about it."
Paltrow will appear in the cookery series Spain... On The Road Again, premiering September 20 in the US, with celebrity chef Mario Batali.
"The Gwyneth you see in Spain is the real Gwyneth," Batali revealed to People. "Funny, and likes her food."