Coleman wrote in the Daily Mail: "It gave me no pleasure to see Lawrie Sanchez sacked from my old job at Fulham last week.
"I joined as a player when they were in the Second Division and it was a totally different club.
"Everybody put in so much hard work to get them where they are now. It would be a real shame to see them slide through the trapdoor.
"When I look back, the time had come for me to leave Fulham. I'd been there for the best part of 10 years, Steve Keane had been there eight and we couldn't go much further doing things the way we were, not investing much money in the squad.
"I didn't want to leave at such a critical point in the season. But we ran into our first really bad patch of form in four years and we were out of the door.
"I don't know who they will appoint but it won't be me."