"I just cannot diet," Paltrow, 35, says on The Oprah Winfrey show airing Wednesday. "I think maybe it's the idea that you can't have something ... I just can't do it."
Instead of counting calories, the slender Oscar-winner prefers to work up a sweat. "It's worth it to me to do that extra exercise so I can eat what I want and not think about it."
Paltrow, who also reveals that she had trouble losing "these 20 extra pounds" after giving birth to her son Moses, now 2, appears on the program with close pal, chef Mario Batali. The pair cooked, ate and drank their way across Spain for their upcoming show, Spain … On the Road Again.
The PBS series, which debuts Sept. 20, follows them on a culinary tour of 13 cities. "The Gwyneth you see in Spain is the real Gwyneth," Batali told PEOPLE. "Funny, and likes her food."