The band, due to top the charts with new album Mylo Xyloto this weekend, kicked off their European tour with a majestic outdoor show in Spanish captial's premier bull ring.
Coldplay - now five albums into their career - mixed older hits such as Yellow, Politik and The Scientist with more recent material such as Lost and Violet Hill, along with songs from their new release, including Paradise.
Broadcast around the world on YouTube, the visually impressive concert was directed by photographer and film-maker Anton Corbijn.
"We decided we'd like to do a concert which we'd broadcast on YouTube live around the world and just looked for some of the most beautiful buildings we could find and this is what we came up with, in one of the most beautiful cities in the world," singer Chris Martin said after the concert.
