Paltrow and Falchuk were seen getting into character as they posed in a white bathtub, in what appeared to be a haunted house.
The thriller is one of Paltrow's most famous movies, which is also when she started dating her then boyfriend Pitt.
The same time the movie couple started dating in the 90s was also the same time Gwyneth was sexually harassed by Harvey Weinstein.
Earlier this month, Paltrow added her voice to those alleging Weinstein had spent decades sexually harassing and abusing women.
In an interview with the New York Times, the actress claimed the former Miramax boss has targeted her when she was just 22 years old.
She revealed that Weinstein put his hands on her suggestively and tried to lead her into his bedroom for a 'joint massage' after a meeting in his suite at The Peninsula Hotel, which had been set up by her agents at CAA.
She refused and left, confiding the experience to Brad Pitt, who later confronted Weinstein when they ran into one another, threatening to beat him.
Weinstein then phoned Paltrow and allegedly told her to never mention it to anyone else.
More than 30 women - including Angelina Jolie, Rose McGowan, and Cara Delevingne - had released detailed statements, describing his alleged advances.
Now the Shakespeare In Love actress is currently dating American Horror Story writer Brad Falchuk.
The couple have been dating for two years, but have kept their relationship low-key.
Gwyneth is a mother of two, who she shares with her ex-husband Chris Martin.
Chris and Gwyn were married for 11 years before their split in August 2014.