People confirmed the 29-year-old actress and 41-year-old Coldplay frontman celebrated the holiday with Paltrow, her husband, Brad Falchuk, and Martin and Paltrow's two children, 14-year-old Apple and 12-year-old Moses.
"They're a total modern family and had a great time celebrating together," a source told the magazine.
E! News said Johnson, Martin, Paltrow, Falchuk and the kids gathered on the East Coast. Paltrow and her children have reportedly welcomed Johnson into the family.
"Gwyneth thinks she is lovely. She gets on very well with her and is happy for Chris," an insider said. "They've spent a good amount of time together and have a very nice friendship."
"The kids really like Dakota and enjoy spending time with her," the source added.
Martin and Paltrow split in 2014 after 10 years of marriage. Johnson confirmed her relationship with Martin in the November issue of Tatler after a year of dating, but denied pregnancy rumors this month.
"The only thing I'm pregnant with is a lot of really good ideas. But not any babies," the actress said on The Ellen DeGeneres Show.
Paltrow, meanwhile, married Falchuk in New York in September. She referred to her wedding as "the best day" of her life in an Instagram post this month.