Thunderstorms and heavy rain forced the band's two opening acts, Foxes and Alessia Cara, to be cancelled at Soldier Field.
The update was posted on Coldplay's Twitter account, in a message which read, "Apologies, but due to inclement weather, Foxes and Alessia Cara will not be performing tonight. We are setting up for Coldplay to go ahead."
Fans were asked to take shelter during the storm prior to the show, and shortly before the 8pm start time, concertgoers were allowed to return to their rain-soaked seats, reported Billboard.
The bad weather continued, but frontman Chris Martin and his bandmates battled on for 80 minutes, before the singer was told by venue officials the gig would have to end 30 minutes early.
The rockers ended their set with "A Sky Full Of Stars", playing through a torrential downpour. The thousands of fans were then evacuated from the stadium.