Paltrow runs lifestyle web portal Goop, while Alba is the founder of Honest Company and Blake has Preserve, reported Female First.
"People are grasping at straws to tie us together and I get it, because it makes a good story, but I'm slightly offended by this sort of generalisation that happens with myself and Jessica and Reese and Blake," she said, when questioned about the other two actresses.
The 42-year-old actress taunted the media, saying if Hollywood actor George Clooney would ever be questioned about other male actors' business, making it clear she found such generalisations about actresses sexist.
Paltrow said she does not like the comparisons, she, however, is supportive of her contemporaries' businesses.
"I wrestle with it. I feel there's something slightly misogynistic about it. This is a common theme. I think Reese and Jessica and I don't know Blake Lively, and I don't know if Jessica and Reese know each other - I'm friends with both of them and I speak to both of them and I want to do everything I can to support their businesses.
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