The venue in north London provided education and therapeutic help for vulnerable children.
The band, led by singer Chris Martin, have previously donated an estimated Â£10m to the charity, which closed down last week amid claims of financial mismanagement and sexual abuse.
Coldplay's manager Phil Harvey said: "It's very early stages."
He added: "We're incredibly proud of Treehouse's work with children in great need over the past six years. We're not going to give up on the centre without looking at all options for the future."
The Treehouse opened in 2009. Its website describes its services as "providing practical and emotional support for exceptionally vulnerable children, their families and young people."
The Kids Company charity closed its doors on Wednesday last week.
It has been beset by problems, including allegations of financial mismanagement and accusations by former staff that the charity failed to deal with allegations of serious incidents.
Kids Company is also being investigated by the Met Police's Sexual Offences, Exploitation and Child Abuse Command.
However, the charity - founded by Camilla Batmanghelidjh - said it would have told police of any allegation it knew about.
It has relied on individual donations and government grants but said last week it closed due to a lack of funding.
Ms Batmanghelidjh has said there was a "malicious discrediting campaign" against the charity,
Coldplay are "looking at options" to save the Treehouse, a facility run by the defunct Kids Company charity.