Paltrow, 40, talked to ABC News' Nick Watt about the movie, a comedy-drama that also stars Mark Ruffalo.
In the film, Paltrow's character questions whether sex addiction is real.
"The short answer is yes," Paltrow said. "We're all kind of half-good and half-bad. It's all a gray area. For me, it's very interesting to see people who are in the struggle to be better versions of themselves."
Ruffalo's wife won't watch the movie because of one particular scene, but Paltrow said her husband, Coldplay frontman Chris Martin, is "very open-minded."
Paltrow and Martin have been married for 10 years and have two children. When Watt asked Paltrow how she made the relationship work, she replied: "It's not easy to be married for 10 years and we definitely have big ups and downs. We laugh it out.
"So far we're sticking it out," she added, laughing.
She now shoots just one movie a year, and through her lifestyle blog, GOOP, has just launched a fashion line with designer Stella McCartney.
Paltrow is known for having definite ideas about food, some of which have earned her strong criticism ( she has denied reports that she eliminated carbohydrates from his children's diet).
She's aware of her detractors, but said that she "doesn't engage" because it doesn't help her in her creative process.
Earlier this year, People magazine put Paltrow on the cover of its Most Beautiful issue. That decision ignited controversy, with many people saying Paltrow didn't deserve the title. But Paltrow said she was "extremely flattered" by the honor.
"I'd just turned 40 and I've got two kids and I thought, 'Oh, this is so nice for all the mothers in the world,'" she said.
"Thanks for Sharing" opens on Friday.