The band's frontman Chris Martin curated the event in New York City at the last weekend and the group were the first act to take to the stage in Central Park, reported Rolling Stone magazine.
Lyrics contained in the song included, "And the view. The whole Milky Way. In your eyes. I'm drifting away and In your arms. I just want to sway. Amazing day."
Coldplay were also joined on stage by Ariana Grande for a rendition of her song "Just a Little Bit of Your Heart", which was written by One Direction star Harry Styles, and they had to quickly improvise the arrangement as they had previously only rehearsed it on piano, which was out of action for their set.
Despite their piano problems, the band were delighted with how their performance went.