The 37-year-old singer, who recently announced his separation with the actress in a joint statement, bought her a painting of a "bird in flight" to mark the amicable end of their 10-year marriage, reported Contactmusic.
The painting has been created by Mila Furstova for Coldplay's sixth studio album 'Ghost Stories'.
"Chris has even given Gwyneth a present to mark this new stage, a painting of a bird in flight by Mila Furstova. It's beautiful," said a source.
Paltrow, 41, had tied the knot with Martin in 2003. They have a daughter Apple, 9, and son Moses, 7.