The Hollywood actress took to the stage at the British capital's Roundhouse venue as part of the iTunes Festival, opening for Liam Gallagher's new band Beady Eye with a discussion about her new recipe book, My Father's Daughter.
Paltrow wrote the book, which is titled Notes From My Kitchen Table in the U.K., in part as a tribute to her dad, Bruce, who died in 2002 following a battle with throat cancer, and she became emotional as she discussed their relationship during the talk.
Paltrow grew teary-eyed as she told the crowd, "My father is the only reason I have confidence. The way he would hug me. He made me feel like everything was going to be OK... Let's hope I don't burst into tears."
She also discussed her children's diet, revealing they have never eaten a meal from fast food chain McDonald's and "don't even know what it is," while she also admitted her daughter Apple, seven, is a strict vegetarian, adding: "She doesn't like to eat any meat, fish or birds, and I respect that."