The actor surprised the crowd and performed "Earth Angel" and "Johnny B. Goode" with the band at their concert in New Jersey.
Frontman Chris Martin introduced the actor, who played the guitar.
"That's our dream come true," Martin said after they finished the set.
"Well, if your son asks you to do something, then let's try it," Martin said.
According to The Associated Press, this was not the first time Fox has played alongside Coldplay. They also performed together at a show benefiting the Michael J. Fox Foundation in 2013.