The band will release Live 2012 in the UK on November 19, which includes footage from their 'Mylo Xyloto' world tour.
"The 'Mylo Xyloto' tour has been the most fun we've ever had as a band," said frontman Chris Martin.
"It's felt very uplifting right from the start; partly because we are proud of the music, the LED wristbands, the pyrotechnics, the lasers and all of that stuff, but mainly because of the amazing audiences that we've been playing for.
"Over the years, our crowd has become more and more a part of the concert itself. They're loud, diverse, full of soul, and make the songs sound much better than we can on our own."
He added: "We wanted to try to bottle the incredible feeling that they give us, and hence our concert film."
The film was directed by Paul Dugdale, previously responsible for Adele's Live at the Royal Albert Hall and The Prodigy's Worlds On Fire.
The disc will include footage from Coldplay's shows at Paris's Stade de France, Montreal's Bell Centre and the band's Pyramid Stage headline performance at Glastonbury 2011.
Coldplay's Live 2012 will be released by Parlophone on CD/DVD, DVD/CD, Blu-ray/CD and digitally. It is available to pre-order now.
Meanwhile, Coldplay also confirmed that 'Hurts Like Heaven' will be the fifth single to be lifted from Mylo Xyloto on November 19.
Listen to Coldplay's 'Hurts Like Heaven' below: