During an interview with Pitchfork, the Paradise singer claims he gets on really well with Jigga, although some people do question why the rap icon is pals with him.
Speaking of Jay, the 34-year old explained: "I love his music, and he's a super cool guy, and he's genuine. I respect his decisions, and we have the same feelings about trying to be true in your art,"
"It just happens that one of us is a nerd and the other is the coolest multi-entrepreneur on the planet. I think more people wonder why he's friends with me."
He continued: "Of course, I want to be friends with Jay-Z - he's cool as f**k… In Britain, they're like, 'How are you friends with Jay-Z?' It's almost like they're jealous."
"It's the same with my wife [Gwyneth Paltrow], 'How the f**k did you manage to do that?' And my answer is, 'I have no idea!'"
Martin went on to state that despite coming from different backgrounds, he has a lot in common with the Watch The Throne star: "We do play touch football. He's very good at American football - not only does he have all these other talents, but he can throw a perfect spiral,"
Chris added: "Then, on the other end, it smacks me in the head. In England, no-one teaches you how to throw a spiral, so mine looks like an egg slowly limping through the air."