Paltrow is said to have told the pop icon to think carefully about how a split could affect the couple's children.
A source said: "Gwyneth begged Madonna all summer not to be an idiot and let this marriage fall apart.
"She just doesn't think it's possible that Madonna and Guy would hurt their children by splitting up, and says she has actively advised both of them to put their problems and their egos aside for the sake of the children.
'But Madonna can be very hard-headed and treats Gwyneth like a younger sister. If Madonna goes through with a divorce it's going to break Gwyneth's heart and affect their friendship permanently."
Ritchie and Madonna married in 2000 have two children Rocco, 8, and adopted David Banda, 2. Madonna also has Lourdes, 12, from a previous relationship.