Jigga went on stage for a special appearance with the band at one point during the show at the Barclays Center - home of the New York Nets, the basketball team he part-owns.
And The Sun claims that the 43-year-old rapper took care of his guests at the gig, titled the Coldplay Holiday Party, in a private lounge dubbed "The Vault".
Decorated especially for the event, the bar apparently featured a wall covered with hundreds of bottles of Armand de Brignac Brut Gold Champagne, which costs £300 a bottle.
And he is also reported by The Sun to have had a 30-litle gold bottle of bubbly delivered to the party, which took two men to carry.
Cheryl Cole and BF Tre Holloway were apparently among the guests at the gig.
Jigga was recording in the UK earlier this year.
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