The Iron Man actress's father Bruce Paltrow passed away from throat cancer in 2002, but she says that she still "feels his love".
"I always hold on to his wedding ring," the 39-year-old told The Sun. "I ask it questions, I feel like it keeps me safe. I really sense the energy of his soul, I don't think that evaporates.
"I feel my dad, I still feel his love, I still speak to him and I still love him."
Paltrow added that she blames his death on his smoking habit, but that has helped improve her own health.
"Half the reason my life is good and has real, true value is that he died. I'd obviously rather have him alive, but he gave me so much in his death."
The 39-year-old revealed last year that she turned to smoking while her father battled cancer.
She recently dismissed claims that her cook book My Father's Daughter was actually penned by a ghostwriter.
Gwyneth Paltrow will return as Tony Stark's love interest Pepper Potts in The Avengers.
Watch the trailer for The Avengers below: