Graham Alexander is emerging as a candidate for the Burnley manager's job.
The Mirror says caretaker coach Steve Davis' move to Bolton Wanderers has come as a shock to the Clarets board.
Chairman Barry Kilby and operations director Brendan Flood are now under increased pressure to find a successor in the next few days or even promote veteran Alexander to run the team.
Burnley are still chasing Leeds United's Simon Grayson and have spoken to out-of-work Brian Laws about the vacancy. The pair had been on their list before they found Coyle two years ago.
Paul Jewell is also available but has not been contacted despite being backed in the betting. However he is believed to be the 'third man' on Flood's short list.