It's Gwyneth Paltrow’s first interview since marrying English rocker Chris Martin and giving birth to their daughter, Apple. And Thursday, Oprah has the exclusive.

Winfrey cut her summer vacation short to tape the interview, which airs more than two weeks before the launch of her season premiere. The Oscar-winning movie star-turned-mom gushed when she told Oprah about her 3-month-old daughter: "She's got these huge blue eyes and she's staring at me with this intensity. That is kind of what she's like. She's very curious."

Paltrow also revealed what life as a mommy-to-be was like: "I had been really macrobiotic, really healthy and then as soon as I got pregnant all I wanted were grilled cheese sandwiches and French fries."

Jude Law joins Gwyneth on Oprah Thursday to promote their much-anticipated sci-fi thriller "Sky Captain and the World of Tomorrow," which hits theaters next month.

Back when Gwyneth was pregnant, she told us that Jude, a father of three, would be her go-to guy for parenting advice, insisting, "I’m going to call him all the time, and say, ‘Oh, what do I do?’" But it seems like Paltrow and Martin are doing just fine on their own.

Catch Gwyneth and Jude on Oprah Thursday and in theaters September 17th.