After a Screen Actors Guild screening of her movie Proof in Los Angeles on Thursday, the actress was introduced as "a pregnant woman" by moderator Lou Diamond Philips, who asked: "How far along are you?" according to TV's The Insider.
Paltrow's answer: "Far enough along to feel very cumbersome."
When a member of the audience asked her how she got her hair so shiny, Paltrow replied: "It must be the prenatal vitamins ... I've been taking them for a few years."
The Oscar winner and her Coldplay frontman hubby already have a daughter, Apple, born May 14, 2004.
Three months after Apple's birth, the new mom appeared on The Oprah Winfrey Show and confessed that she couldn't understand why people were making such a fuss over the baby's name – which, in its entirety, is Apple Blythe Alison Martin.
Paltrow said that her husband suggested the name soon after she discovered she was pregnant. "It conjured such a lovely picture for me – you know, apples are so sweet and they're wholesome and it's biblical – and I just thought it sounded so lovely and ... clean," Paltrow told Oprah. "And I just thought, 'Perfect!'"
As for being a mom, she said the overwhelming love she feels for her daughter is incredible. "It's like a whole new dimension in emotion that I've never experienced. It's crazy."