The Glee star met the Iron Man 2 actress when she guest starred on the musical TV drama series and said that she enjoys talking to the 38-year-old.
She told Harper's Bazaar: "I am obsessed with Gwyneth Paltrow."
Recalling the day when Michele had to rehearse a Chicago dance routine, she added: "I was nervous and said, 'I don't think I can do that dance move'. She said, 'You can do it'. She wasn't afraid of anything.
"I love talking with Gwyneth. She just gives good advice. She said, 'Don't ever read anything about you'."
Michele explained that when she's not working, she enjoys spending time with her boyfriend Theo Stockman.
She added: "I have a small life. We cook dinner, have wine.
"What I do is what I do, and what he does is what he does, and when I come home, we have each other. He doesn't get caught up in it."
Michele has also admitted that she was told that she wasn't "pretty enough" to succeed in showbusiness.
Watch the trailer for Glee: The 3D Concert Movie below: