The actress - who has daughter Apple, eight, and son Moses, six, with Coldplay singer Chris Martin - has put her family on a strict low-carb, gluten-free diet but occasionally lets them cheat.
She wrote in her Goop newsletter: "They love a brown rice stir-fry, but they also love their 'Coke of the week'.
"My daughter gravitates toward fresh fruit and raw nuts but will inhale a bag of hot Cheetos at the airport. It's all about balance."
The 'Iron Man 3' star admitted while she tried to bring up her children on "the right foods", Oreos became a family favourite, and the rules are relaxed when they're eating out.
She continued: "I tried to start them off with all of the right foods, but as they got older, the lure of Oreos and cotton candy outweighed the lure of carrots with hummus.
"And that's all a part of childhood and I love Oreos too, so I completely understand.
"I try to make sure that what is on their plate at home is nutritious and tasty, and then I loosen way up on the reigns when we are out."