During their album release party at the iHeartRadio Theater in Burbank, Calif. Friday night, Martin told host Elvis Duran and fans that the band decided 15 years ago that they would make music that was very personal and vulnerable, adding, "Whatever we are singing, it's real."
The party was small and intimate, with the theater capacity at only 450, packed with fans excited to hear what Coldplay had been working on.
The rock stars played "Magic," "Viva La Vida," "Sky Full of Stars," and "True Love" at the show, which will be streamed on iHeartRadio and Yahoo Monday.
And after cameras stopped rolling, the audience went crazy after Martin, who said he feels "blessed" to be in the band, announced they would play two more songs.
"You can leave when you want," he said. "We won't be cross if you have to get the bus". Then the group went on to play "Clocks" and "O (Fly on)."
Martin previously told Zane Lowe in a BBC interview that he finds "O" hard to listen to, adding that it's about being with someone who is wonderful and hoping one day you can be as wonderful as them but they need to fly on.
The couple's daughter, Apple, sings at the end of the song.
"Up to a certain point in my life I wasn't completely vulnerable and it caused some problems," Martin also said in the interview. "If you don't let love really in then you can't really give it back. So what Ghost Story means to me is like you've got to open yourself up to love and if you really do, of course it will be painful at times, but then it will be great at some point."
"I think in life everyone needs to be broken in some way...I think everyone in their life goes through challenges, whether it's love or money, kids, or illness...You have to really not run away from that stuff," he continued. "Life throws these colorful challenges at you...what we decided to do on Ghost Stories was to really be honest about it and say, this is what's been happening."
The private Coldplay album release party will stream exclusively on Yahoo! Monday at 6 p.m. PT/ET. Ghost Stories will hit stores Monday.