The A-list pair were joined by Prince Phillip at the event – held to celebrate the re-launch of the members only club - and were spied chatting and laughing with the Queen’s 90-year-old husband.
It’s thought the Prince and Gwynnie’s hubby, Coldplay front man Chris Martin, are both members of the super-exclusive private club.
But it seems Cameron just tagged along on the night, to catch up with her famous friend.
Royal duties aside, it was time for the evening’s main treat – a performance by Miss Paltrow herself.
The starlet - who has enjoyed several stints on hit show Glee - took to the stage with performer Mark Ronson to entertain guests, rocking out in a shimming black mini dress and sparkling heels.