Commission chief executive Denis Lillie received an early morning call on Thursday from the band's local production company, Cinergy Films, asking for help arranging all the relevant "permissions" for filming.
Denis contacted the city and provincial authorities to request that they prioritise the relevant permissions for filming.
"Filming took place in and around Cape Town and the Klein Karoo during Friday and Saturday," the commission said.
The video would be broadcast globally on MTV and other music video platforms, and would showcase not only the talent of Coldplay but the natural beauty and vibrant culture of Cape Town and the Western Cape.
The group made its first visit to South Africa this month to perform shows in Cape Town and Johannesburg.
Economic Development and Tourism MEC Alan Winde said it was "great news" that Coldplay had enjoyed the country.
"It will also give a much needed boost of confidence for Cape Town tourism," he said.
Coldplay's management said it was impressed that the Cape Film Commission, Cinergy Films and the permit office "could pull this thing off in such little time".
Lead singer Chris Martin said: "It’s been an absolute pleasure to do the music video here".