The 38-year-old singer opened up about the story surrounding the band's moniker as he appeared on late night talk show host James Corden's now famous Carpool Karaoke segment on Tuesday night (02Feb16).
When James asked him if the group had ever been called anything else, Chris replied: "We were called Starfish for one concert," adding that he finds names with just a single word the most powerful.
"I think if you say 'The Cold' no-one is thinking Coldplay yet, so we have a way to go yet. We've got to try harder!"
The skit saw Chris trying to hitchhike his way to San Francisco ahead of Coldplay performing during the Super Bowl Halftime Show on Sunday (07Feb16).
After James reluctantly agreed to give him a ride, he started quizzing the singer about the rules of American Football, with Chris showing he has no grasp of the game.
"You have nine teams and two balls... no, that's not right," he began. "The pitcher has to tee off and then it lands wherever it might land and then it's 15 love. At the end of it they hand out bowls and some of them are really super. Hopefully they might give us one!"
Chris also used the journey to show off his talent for impressions, mimicking stars including Bruce Springsteen and Mick Jagger.
He named the Rolling Stones among his biggest musical idols, along with "Bruce springsteen, U2, (and) Bruno Mars".
The skit ended with Chris and James getting a motel room after a long drive, and cuddling together in bed. The next day they woke up to find James' car had been stolen, meaning they decided to travel by tandem bike the rest of the way.
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