"They wanted her to eat a lot of fried chicken," Anderson told PEOPLE at the movie's premiere Monday in Nashville. "It was frustrating for me, but they wanted her to gain."
Anderson has been working with Paltrow, 38, for years, and says this was the first time the scales began to tip in the wrong direction.
"When I trained her for the first Iron Man movie, I took 30 pounds off her," Anderson said. "And she's been consistent ever since."
Until the Country Strong role came along, that is – and Paltrow immersed herself in the Nashville scene, falling in love with Music City's Southern-style cuisine along the way. "She's never been a dieter, she loves to eat," Anderson says.
But after filming wrapped, Paltrow went back to her normal exercise routine and dropped the weight immediately. She didn't even need to kick it up a notch, says Anderson.
Anderson worked out with Paltrow for a gruelling hour and a half on Monday, in preparation for the Oscar winner's live performance at Wednesday's CMA Awards. "I made her sweat," Anderson said. "The CMAs is a tough stage to share."