The actress was in the Big Apple to make an appearance in the Glee Live! show and drove herself to the venue.
But Paltrow's journey was delayed after cops put on their lights and pulled her vehicle over to the side of the road.
Paltrow took to her Twitter.com page and posted a picture taken of the car's rear-view mirror, which reflected the image of a cop car with its lights on.
She wrote, "Oops. Busted by New York's finest."
It's not known why Paltrow's vehicle was pulled over by police, but she made it to the show to thrill fans.