The performance, Paltrow's first major live show as a singer, earned her a standing ovation at the Bridgestone Arena in the country music mecca of Nashville, Tennessee.
And the actress reveals she's "lucky" to know superstars Beyonce and Hill "in real life" - because they were instrumental in teaching her how to overcome her fears.
Paltrow tells U.S. news program Access Hollywood: "I kind of asked my girl singer friends (for advice). I asked Faith (Hill) a lot of questions - and Beyonce, actually, too."
The actress also admitted she had "studied" the Halo hitmaker's previous live shows to pick up tips on how to appear confident onstage.