A special performance of Higher Power featuring dancing alien holograms was sent up to Mr Pesquet, who gave the track its first play after midnight on board the station.
The award-winning band, fronted by Chris Martin, also joined the 43-year-old aerospace engineer for a conversation via video call.
Martin told Mr Pesquet: “Right now we aren’t able to play for anybody on Earth so we thought we’d just play for you. It’s like our one-man concert.”
In the recorded performance, the four-piece are seen playing in their trademark colourful outfits in front of shipping containers, while a troupe of hologram dancers perform in front of them.
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The Max Martin-produced song was teased last week via a cryptic video and website referencing an Alien Radio.
A snippet of the track later appeared on TikTok for a 24-hour period.
Coldplay will perform Higher Power on American Idol on Sunday and at the Brit Awards on Tuesday, where they will open the ceremony from a pontoon on the River Thames.
Coldplay currently hold the title of being the most nominated group at the Brits, with 28 nominations in total and nine award wins.
The band will also play during Glastonbury’s Live At Worthy Farm global livestream on May 22.