This is the first time the band has recorded an original song for a motion picture.
"Atlas" is set for release via iTunes and digital retailers Aug. 26. The film is to open in theaters Nov. 22. The soundtrack will be released ahead of the film, but no date has been announced yet.
"I have great respect and admiration for Coldplay, and we are thrilled with how well they have connected to the themes and ideas within the film," director Francis Lawrence said in a statement. "Their unwavering passion and excitement for the project elevated the collaboration even further, and we can't wait to share this music with audiences around the world."
"We are so honored that Coldplay, one of the iconic rock bands of our generation, will perform the first song out on the new soundtrack," said Tracy McKnight, Lionsgate's head of film music.
"Knowing that Chris Martin is a fan of the books makes this even more meaningful. The Coldplay single underscores the stature of recording artists we've assembled for this powerful soundtrack."
"Catching Fire" is the sequel to the 2012 blockbuster "The Hunger Games." Both are based on books by Suzanne Collins.