"It would have been a lot easier on Brad Pitt and Jennifer Aniston now if they had not talked to the press about each other and everything to begin with," she told Time magazine.
The 32 year-old actress now says she keeps her private life private. Her breakup with Pitt in 1997 also made headlines.
"I learned my lesson at 24," said Paltrow.
Paltrow, who is now married to the singer from the group Coldplay, Chris Martin, is protecting her life with him, and with their one year-old daughter, Apple.
She added, "Our marriage is between us," she says. "If we decide to continue being together or not, it’s our business."