The singer was playing 'The Scientist' on piano at an intimate Hackney show for Mencap's Little Noise Sessions when a woman in the audience joined in.
"This is not a tambourine song - I don't mean to be rude," Martin told the concert-goer.
"Let me be honest with you, we tried tambourine on the recording and had to scrap it - so we have been playing it for ten years with no tambourine. It probably sounds great, but I'm just used to it without tambourine. Don't take it personally.
"I can't see what you look like, but you look lovely and sound fantastic. Don't take this to be some kind of anti-tambourine rally or rant against the tambourine. It's one of my favourite instruments."
The crowd cheered and Martin subsequently promised the woman she could "go crazy" on the next song because it's a "tambourine frenzy".
Watch Coldplay's video for 'Paradise' below:
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