Chris Martin has talked for the first time in Australia about the inspiration behind Coldplay's latest album.

The record, Ghost Stories, is believed to be largely inspired by Martin's recent split from wife Gwyneth Paltrow.

"We haven't really told anyone about this album we made called Ghost Stories," Martin told a Sydney audience at The Star Event Centre on Wednesday night.

"So just between you and me, I'll tell you a lot of it is about when you go through something a little difficult, and you understand that by staying with it you reach a place of love and happiness and come through better the other side," he said.