She met Coldplay rocker Chris Martin backstage at a gig just three weeks after the tragedy - they married the following year (03) and went on to have two children, Apple, six, and five year old Moses.
And Paltrow is upset Bruce was never able to see his daughter raising children.
She tells Britain's You magazine, "It was devastating beyond belief and I am still very traumatised at the memory. I still feel it in my nervous system. I wish he was still alive and it's a real weight that I carry, like a black hole. My friends say, 'He's always with you,' and I say, 'Oh rubbish. No, he's not, he's dead.'
"I am interested in Jewish and Christian mysticism and Sufism. I'm also interested in cause and effect and karma and God. I don't feel my father around or anything. I don't know if I will see him again. He never got to see his grandchildren. That really sucks because he would have been the best grandfather."