Proof positive

Gwyneth Paltrow, the publicist says, doesn't want to talk about her pregnancy. But she can hardly disguise the fact that she is expecting, although she sits with her coat pulled round her during the interview.

Although talk of her second child is out of bounds, the Oscar-winning actress chats freely and openly on most other subjects as the conversation ranges over Coldplay husband Chris Martin's music, daughter Apple's acting aspirations, the joys of living in London and being hopeless at maths at school.

Paltrow has the air of someone who's happy with life as she approaches her mid-30s. Even the scribblings of the tabloid press don't bother her any more. "I kind of just shut it out," she says.

"I don't read very much, those weekly magazines and the tabloids. I kind of keep things a little bit more insulated, if you will. What I find really interesting about it is I don't understand what the fascination is. It's a strange kind of British thing.

"Like, 'why do you want to live in our country?'. Your country's great, why wouldn't I want to live here? It's very hard to articulate, but it's almost as if you don't understand why someone like me would want to live in your country.

"Sometimes people say that they read I was exorcising my house for a ghost, or I have a GPS satellite in my bag to watch my baby while she's sleeping. I think, 'did you read this in a newspaper?'. It's just very strange."

She resides here because "my husband" - she never refers to Coldplay front man Chris Martin by name, just as it's "my daughter" not Apple - lives and works here, she explains.

"I really love living here, I'm very happy. It's a very nice, civilised life. America, sometimes, with the whole psychology of achieving, achieving, achieving and people talking about money at dinner parties, I find it's not where I am right now."

She finds "the whole psychology or the sociology" of London to be really agreeable, adding: "I really like my friends here, they're really intelligent and really present, and they're not looking over your shoulder at dinner to see who's walking in.

"There are parks everywhere and lots of places to walk. It's a nice place to live. It's not as hectic as New York, but you've got all the culture and more. It's not as vapid as LA, but you can still hop in your car and take your kid to a swimming lesson or whatever. I just think it's a really nice city."

Since the birth of Apple nearly two years ago, she's hardly worked and with another child on the way that's not about to change. Combining motherhood with a career hasn't been an issue. "I don't really work very much any more is the truth. Since I had her, I've done two films and each part was only 12 days long," says Paltrow.

What brings her out is the release of the film Proof, the screen version of a stage play she performed on the London stage under the direction of John Madden, who guided her to Oscar-winning glory in Shakespeare In Love.

As Catherine in Proof, she's a woman who's put her life and career on hold to care for her unstable father, a mathematical genius (played by Anthony Hopkins). The arrival of her sister (Hope Davis) and one of her father's former students (Jake Gyllenhaal) upsets her plans and makes her wonder how much of her father's genius - and madness - she's inherited.

The role proved even tougher to do on screen than on stage, leaving her "completely and utterly exhausted" every day. "When I was doing the play, I was tired and absolutely using up all of my resources, but it was a two-hour period in the evening and then it was finished," she says. "And also there was one trajectory, one arc, it was from beginning to end. There were some really emotional bits, but you got through them and that was that.

"What I found so difficult about the film is that we would be doing one scene that was super-emotional and we'd be doing it all day long. There was no end to it. It was hard to be in that state for hours and hours at a time."

Inevitably, the role in Proof caused her to think about her relationship with her late father, director and actor Bruce Paltrow. "The only way in which it compares is that my father and I, in real life, understood each other very well," she says.

"We were very similar creatures, and I think Catherine and her father are similar creatures. There's a lot of love between them, and the same with me and my father. But the similarities end there. My father was very much my parent figure and Catherine was her father's guardian in a lot of ways."

Her father and actress mother Blythe Danner, were "gently discouraging" of her becoming an actor. "They never really wanted me to do it," she says. "They wanted me to do something more academic, or more noble. But it was never in there, I wanted to do it from the time I knew what it was. My father said that he never remembered a time when I didn't want to be an actor.

"It's funny because in some families there are children who are absolutely disinterested in what their parents do, and then there are some that really connect with it and find it appealing. Not only in this kind of world, but in accounting, physics or whatever."

She has no idea whether Apple will want to follow in her footsteps although, she adds with a smile, "My daughter can be quite dramatic". She'll support her, whatever she wants to do.

Working with Sir Anthony Hopkins presented one particular problem - what to call him. He suggested Tony, but she didn't feel comfortable with that, so called him Sir A.

In other circumstances, she might have felt more trepidation about working with such a powerful actor. "Because I'd done the play and was so prepared, I felt quite, not so much confident, but I knew what I was doing. I knew what my approach was, I knew the words, I knew the character very well.

"I was just really excited about it. I admire him so much, he has so much power as an actor and he's a lovely guy. We had a really great chemistry together. It definitely raises the game any time you work with someone who's better than you, has been doing it longer than you."

One aspect of Catherine to which she couldn't relate was her mathematical skills as she was "really, really bad" at maths at school.

The emotion of the role, not the maths, made it difficult to switch off at the end of a day's filming. "The first anniversary of my father's death was right in the middle of shooting. I wasn't in a great place emotionally in my real life when I was doing the film. I was pretty bereft, I was newly pregnant and felt really, really sick," she says.

"So it wasn't like 'oh, the day is done' and going out for a nice meal or something. I couldn't even have a glass of wine. I'd just go back to my hotel and eat a sad grilled cheese sandwich and watch something depressing on television."

Proof, indeed, that being a movie actress isn't as glamorous as most people think it is.

* Proof (12A) is now showing in cinemas.