All five members of the pop group were photographed atop traditional London taxis clasping microphones during rehearsals at the Ford car plant in Dageham, east London, the newspaper said.
In addition to the group, musicians Brian May, Pet Shop Boys, Jessie J., Annie Lennox, Tinie Tempah and George Michael were photographed at rehearsals for the spectacular, which will take place Sunday at Olympic Stadium.
The closing ceremony's musical director, David Arnold, said he has been working on the project for two years and plans to incorporate 30 classic pieces of British music.
He said the performance will reflect the nation as a whole, including models of London landmarks like the Tower Bridge and St. Paul's Cathedral.
"We're trying to have moments where someone from the Cotswolds watching it on TV and someone from a tower block overlooking it in the East End will be able to find something in it of which they can say, 'That's us, really that's Britain,' " he said.
"To me, this should be the greatest after-party in the world," Arnold told The Telegraph. "If the opening ceremony was the wedding, then we're the wedding reception.