The 42-year-old actress reflected on her separation from the 37-year-old singer in an interview for Harper Bazaar's February issue. Paltrow and Martin announced their "conscious uncoupling" in March, but have remained friends since their split.
"It's painful, it's difficult, it might be easier to say, 'I never want to see you again,' but what good does that do anyone?" she mused. "We've made a lot of mistakes, and we've had good days and bad days, but I have to say, I'm proud of us for working through so much stuff together."
"Of course, there are times when I think it would have been better if we had stayed married, which is always what your children want," she confessed. "But we have been able to solidify this friendship, so that we're really close."
Paltrow and Martin met in October 2002, and married in December 2003. The pair have two children, 10-year-old daughter Apple Blythe and 8-year-old son Moses Bruce, and currently live in separate homes in the same neighborhood.
Paltrow last appeared as Pepper Potts in Marvel film Iron Man 3, and teased her upcoming role in Mortdecai on Instagram earlier this month. The actress also stays busy with lifestyle site Goop, which recently opened a popup store in Dallas.