Shane Warne plays harmonica with Coldplay at Melbourne concert

British rock band Coldplay had a very surprising guest at their Melbourne concert, with Australian cricket legend Shane Warne joining them to perform a harmonica solo.

Video captured by an audience member showed "Warnie" getting up on stage with the Chris Martin-led band at Etihad Stadium last night.

Warnie can be seen retrieving his harmonica and launching into a tuneful solo during the band's hit song, "Don't Panic".

The crowd then erupts into applause.

Coldplay is in Australia for their A Head Full of Dreams tour.

At yesterday's show, Martin also brought the concert to a halt to allow a man to propose to his girlfriend on-stage.