Frontman Chris Martin shared a selfie of the group on their travels with a statement denying any plans to perform or sign a new contract.
The post, put up on the band's Twitter and Instagram accounts on Friday, read: "Hi everyone.
"We are in Israel and Palestine to listen and learn and that's all; there is no concert scheduled, we are just having an interesting and enlightening trip to learn about the area.
"The articles suggesting that we have a signed contract are incorrect.
"Thankyou so much, love, cm."
The trip comes barely two days after Coldplay delighted fans with a performance at Wednesday's Brit Awards in collaboration with The Chainsmokers.
Their Something Just Like This track was officially released on the same day.
Coldplay will take their A Head Full Of Dreams tour across the globe next month, starting with Singapore on March 31.
