The band has now sent an apology letter to the maker of the show Ryan Murphy and authorized him the full use of their entire music catalogue.
After the success of a Madonna tribute show in April, the band admitted they "were wrong" to have rejected the opportunity.
'At the beginning a lot of people didn't know what we were and asked to see pages (in advance), but I refused because I didn't want to set precedent of them having any involvement,' The Daily Star quoted Murphy as telling The Hollywood Reporter.
He added, 'My favourite rejection was Bryan Adams. Coldplay and Bryan Adams were really the only rejections. But Coldplay called a week ago and said, ''We're sorry, you can have our catalogue'.'