"Oh my God!" she shrieked as she gave him a standing ovation at the end of the song.
My Universe will feature on Coldplay's upcoming album, "Music of the Spheres", which is set for release on 15 October.
Unfortunately, the collaboration was marred by an attempt block the song release by label boss Carl Crawford.
Megan and Carl have been at odds with each other since she signed management deal with Jay-Z's Roc Nation.
She was eventually granted a permission to release "Butter" remix after she filed a petition against her label.
"If [Megan] is not allowed to release a new track this Friday on which she is the featured artist in a remix with BTS of the song called, 'Butter', her music career will suffer irreparable damage, including a devastating impact to her relationships with her fans and with other recording artists in the music industry," her legal documents read.