The 38-year-old English singer opened up about his personal life in an interview Monday with Rove & Sam on Australian radio station 2DayFM. Martin and Paltrow separated in March 2014, and the 43-year-old American actress filed for divorce in April.
"A few years ago I was in a kind of low place in my life and I was feeling kind of down and confused about everything," he shared. "Some friends gave me a book called Man's Search for Meaning by Viktor Frankl and a poem called 'The Guest House' by Rumi."
"Those two things started me off on this whole journey that's ended up a few years later where I just feel so happy to be alive," he said. "I know that might sound a little simple, but I suddenly feel very grateful for all these things that are in my life."
Martin and Paltrow married in 2003, and share 11-year-old daughter Apple and 9-year-old son Moses. The actor subsequently dated The Hunger Games star Jennifer Lawrence, and has since been linked to Peaky Blinders actress Annabelle Wallis.
"They are always very affectionate," a source told People of the couple, who were last spotted at dinner in late October. "You can tell they really like each other."
Martin last released Ghost Stories with Coldplay in May 2014, and debuted a first single from the band's forthcoming album, A Head Full of Dreams, last week. Paltrow discussed her split from the singer at the #BlogHer15 conference in July, and will next appear in 33 dias.