The 40-year-old "Shakespeare in Love" actress, who has published her own cookbook, made the revelation during a chat with chef Jamie Oliver for his new UK TV show, reported Daily Star online.
"He has twice cooked a meal and this is not a joke - both times the fire brigade came. I swear on my life - both times," she said.
Paltrow features on the first episode of Jamie and Jimmy's Food Fight Club, which is due to premiere in the UK this week.