Coyle celebrated two years in charge at the weekend for their 1-1 draw with Aston Villa.
"It's been a remarkable two years," said Coyle to the Lancashire Telegraph.
"Somebody said to me, 'Can you quite believe it?' but the simple answer to that is yes. Nobody has gifted us anything - we've earned everything to be where we are now.
"We're here on merit. I've said to the players that we shouldn't look back.
"It is nice - it is romantic to reminisce and all that, but we can effect what is in front of us and we have to try and establish this club as a Premier League club.
"If we do - as I've said before - it will be against all the odds.
"It will totally surpass the achievement of getting here, with Wembley and everything else, because in terms of finance it's a total mismatch with everyone else in this league.
"But we have a belief, quality and an appetite for hard work."