The group confirmed that they have been recording new material under maximum security in North London.
"There are only two people in the whole building who know how to open all the recording files," frontman Chris Martin told TV Globo.
"Even we don't know how to do it. We couldn't even steal our own music. You would have to be a computer genius and a great burglar to get into the building, and download it, and mix it."
The band recently revealed that they have been working on a "stripped back" sound with producer Brian Eno.
Coldplay sold over 9 million copies of their 2008 album Viva la Vida or Death and All His Friends.