But beyond that, she was keeping mum at the London premiere of Iron Man, which she attended without husband Chris Martin, the band's frontman.
"Don't tell him I told you that," she told Sky News on the red carpet, wowing the crowds in her lacy dress and sky-high stiletto heels by Alexander McQueen. "I can't talk about it. He gets furious!"
(Although Martin is based in the U.K., he and Paltrow routinely avoid appearing together at events. "You will never see us out publicly," she recently told the U.K. Glamour. "We just don't want to be one of those couples").
As for her new, shorter blond locks, the 35-year-old Oscar-winner told reporters she simply wanted "a change."
Paltrow also chatted briefly about her new workout buddy, the famously fit Madonna. (The two have recently been spotted together at the singer's private London gym.) She said that the two pals get together to break a sweat whenever "we are in the same city."