Coldplay's appearance will be their first in the UK to promote their new album Ghost Stories, which will be released on May 19.
The Black Keys, Kelis, St Vincent, Paulo Nutini, Joan As Policewoman, Sharon Jones & The Dap Kings and Eagulls will also appear on the new series.
Sir Paul McCartney, Arctic Monkeys, Kanye West, Disclosure and Lorde were among the acts to perform on the series last year.
It was recently announced that Coldplay's Chris Martin will appear on the sixth season of The Voice in the US as an advisor.
The new series of Later... with Jools Holland begins on Tuesday, April 15 at 10pm.
Watch the music video for Coldplay's 'Midnight' below: