The singer, 38, and the actress, 43, met in 2002 and famously "consciously uncoupled" after 12 years of marriage in 2013 but he thinks the blonde movie star was "really lovely" to go out with an "unripe banana" like him.
Gwyneth - who features on the 'Paradise' singer's new album 'A Head Full Of Dreams' - shares custody of children Apple, 11 and son Moses, nine, with Coldplay's Frontman, and the musician is confident it all ended up very well after they split.
Asked about the media attention around their time together, Chris said: "Gwyneth and I broke up a long time ago. I know I am in a band that is famous and my private life is famous and it's fine.
"Even when I grew up in a village, people wanted to know who was going to the dance with whom, and I understand, but I think if I engage with it too much it won't be that healthy. That whole period was a real blessing and I'm so grateful for it but you want to keep certain things to yourself."
Chris pointed out the two are very good friends, and is grateful for the chance he had to share moments with her.