After the first song, Williams introduced the 41-year-old actress, saying it was "awesome" to have her on stage. The two later sang a duet to "Waiting on June," from Williams' 2013 album, The Highway.
"She's such a talented singer, which you know if you've seen the movie Country Strong," Williams said of the actress.
An eyewitness tells Us Weekly that as Paltrow and Williams "closed the set together, the crowd warmed to her and gave her a huge cheer."
The Iron Man star reminisced of her time as backup singer Monday night, sharing a photo of the moment on Twitter.
Paltrow, an Oscar-winning actress, had previously showcased her voice in the 2000 movie Duets, in the 2010 drama Country Strong and as substitute teacher Holly Holiday in Fox's musical comedy Glee.