Following her split from husband Guy Ritchie, Madonna is planning to quit London and relocate to the US city after her "Sticky and Sweet" world tour finishes next month.
The singer has relied on Gwyneth - who primarily lives in London with husband Chris Martin and their two children - for support since separating from the film director and wants her to follow her to the Big Apple.
A source close to the star told Britain's The Sun newspaper: "Madonna and Gwyneth are bosom buddies. Gwyneth was a rock to Madonna while she was considering whether to leave Guy - she had strong views on the situation.
"They were in constant contact during the difficult period and Madonna really valued Gwyneth's advice. Madonna is desperately sad to be leaving one of her best friends behind and has been urging her to join her in New York."
Gwyneth, 36, has openly voiced her support for Madonna - who raises three children with Guy - since the break-up was revealed.
She said: "I speak to Madonna a lot. She's a dear friend. I'm supporting her in all ways that I can. I'm here on the other end of the phone."
It has also been claimed Gwyneth begged Madonna, 50, to try and repair her relationship with Guy.
A source said: "No one tried harder than Gwyneth to convince them to stick together."
Madonna and Guy's divorce agreement is currently being settled by lawyers, and is expected to be complete by the end of the year.
Guy is set to keep the pair's country house in the UK, while Madonna will get their New York property.
(Agencies/China Daily November 7, 2008)