The 37-year-old singer has two children with the Oscar-winning actress, reported People magazine.
"The thing that we told everyone at the beginning of the year is true. We're very close. We're not together. That's the truth," he said.
Paltrow, 41, announced their amicable split via her Goop website in March after 11 years of marriage.
The couple have been seen together since then, vacationing in the Bahamas with their kids, and they were even spotted holding hands in April.
"There's a lot of love. There's no scandal," Martin added.
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