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.
In the recorded performance, the four-piece are seen playing in colourful outfits in front of shipping containers, while a troupe of hologram dancers perform in front of them.
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 at the Brit Awards on Tuesday, openingg the ceremony from a pontoon on the River Thames.
The band will also play during Glastonbury's Live At Worthy Farm global livestream on May 22.