Chris Martin -- Gwyneth Paltrow Yoko Ono'd My Dream House

"Coldplay" frontman Chris Martin made an offer on a multi-million dollar home ... but it's not because there's trouble in his macrobiotic marriage with wife Gwyneth Paltrow -- he was buyin' it for the boyz in the band.

Our real estate sources tell TMZ ... Chris went into escrow on a 6,000 square-foot home in Brentwood, CA for just under $4 mil -- a place his bandmates could live, with plenty of room to practice and record music.

Chris was so into the 6 bedroom mansion (above) ... he not only brought two bandmates over for a look-see, he went to the second floor for a mini-concert to test the acoustics.

All was well ... until Gwyneth got involved. Seems the persnickety Oscar winner had issues with the inspection report and ordered Chris to nix the deal.