The members of Coldplay have been described as being "spiritual people" and have spoken openly about their beliefs in interviews. In a 2005 interview with Rolling Stone, Martin said, "I think we all have a spiritual side. I think we're all searching for meaning and purpose in life. I think that's a natural human instinct."
Buckland has also spoken about his spirituality, saying, "I believe in God, but I don't believe in religion. I think religion is a man-made construct that's often used to control people. I believe in God as a personal, loving being who wants what's best for us."
Champion has said that he believes in "the power of love" and that he believes in "the power of music to change people's lives."
Berryman has said that he believes in "the power of community" and that he believes in "the importance of living a life that's meaningful."
Based on these statements, it is clear that the members of Coldplay are spiritual people who believe in God and the power of love and community. However, they do not identify with any particular religion.