The British rockers have become well-known for their spectacular stage shows, which often involve fireworks, jets of flames and huge digital screens.
However, Bellamy has revealed the group's management team are constantly embroiled in disputes with local officials over their special effects.
He tells Britain's The Sun newspaper, "Everywhere you go there are problems. We have accountants and lawyers arguing with all sorts of local councils and police and promoters. In Rome, we had to bribe people with thousands of euros just to be allowed to blast our fire effects. We had to phone the British Embassy in Rome and argue with some official.
"If you want to do things like this on the move, it's quite a big deal. It's pretty bloody expensive, though. It's mind-boggling how much, actually."