The 'Bad Teacher' star lost her dad Emilio Diaz in April 2008 after he succumbed to pneumonia aged 58 and Gwyneth - whose producer dad Bruce Paltrow passed away in October 2002 also at the age of 58 - offered her support as Cameron was grieving.
Cameron insists she will never forget the support the 'Iron Man' star gave her.
In an interview with the June UK issue of Harper's Bazaar magazine, she said: "We became very close after my dad's death. She reached out and it was very sweet. We bonded on that."
The 39-year-old actress also revealed she is an Anglophile and loves Englishmen because she grew up watching British comedy TV shows like 'Monty Python's Flying Circus'.
Cameron - who has previously dated Justin Timberlake, and baseball Alex Rodriguez and has been linked to rapper P. Diddy - thinks Colin Firth is the "perfect Englishman".
She said: "I love their (English guys') sense of humour and the sense of chivalry and charm. It's something that is innately a part of the culture - we don't have that over here, it's not the same in America.
"(Colin Firth) is the perfect Englishman. Just enough of the self-effacing to a point that it's comfortable for other people, but also totally charming and engaging to where he makes you feel special.
"I love London. I love the Brits, I always have. I have a weak spot for them. I grew up on 'Monty Python'. I love 'Little Britain'. My grandfather used to watch Benny Hill all the time."