The electronic bracelets are worn by gig revellers and light up in time with the music, filling venues with colour as the band plays, reported Daily Express.
The group debuted the effect in Madrid last October and have since handed out up to 40,000 bands per concert.
Frontman Chris Martin now says the group is having to rethink the spectacular feature as the wristbands are too pricey.
"Most of the money we're earning on the tour is put into the wristbands. We have to figure out how to keep it going without going broke because it's a crucial part of the concert," he said.