According to the photographs that surfaced online, Martin and other Coldplay members Jonny Buckland, Guy Berryman and Will Champion are seen playing holi with the children.
The four musicians, who have their faces covered in hues of pink and blue, are pictured enjoying with the kids as they are all smiles during the making of the video.
Some fans posted their pictures with the 38-year-old star on the micro-blogging site, Twitter.
A fan also shared a few seconds of video, which shows Martin thanking the crowd after the shoot. "We are really very thankful," Martin is seen telling them.
His trip, like last time, was kept discreet reportedly to avoid media attention.


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