The actress is quietly converting after years following Kabbalah, which originated in Judaism, and being friends with Michael Berg, the co-director of the Kabbalah Centre, reported New York Post.
While Paltrow;s representative did not respond to numerous requests for comment, her late father was film producer Bruce Paltrow, a Jew, while her mother, Blythe Danner, is a Christian.
The 'Iron Man' star has previously revealed that she was raised both Jewish and Christian, which 'was such a nice way to grow up'.
In 2011, she appeared on NBC's 'Who Do You Think You Are?', which described how her family came from a long line of influential East European rabbis.