The Oscar-winning actress plays Kelly Canter - a fallen country performer battling personal problems and alcohol addiction who attempts to resurrect her career - in the acclaimed new film.
And she threw herself into her part by recalling her own experiences with addiction, remembering how she couldn't give up nicotine even though her father Bruce died from smoking-related cancer in 2002.
Paltrow tells Britain's The Sun, "I understood what it was like. I used to be very addicted to cigarettes, which is obviously very different to where Kelly is.
"So I did understand that thing of, 'I know this is potentially going to give me cancer and I know it's given my dad cancer, but I'm going to smoke it anyway,' like that sort of disconnect.
"So I tried to extrapolate that out as much as possible, but what I didn't understand was how you could wreck someone's life or wreck your own life and then just keep going."
The actress turned to her Iron Man co-star Robert Downey, Jr., who won his battles with drugs and booze, for advice on living with an addiction.
She adds, "I said, 'Explain this to me - how you can cheat, how you can be a total disaster and really hurt people and just kind of wake up and have a cup of coffee? How does that work?'
"He explained it to me really well and I credit him with helping me to understand how addiction is in the present, in the physical."