The Championship club, who qualified by virtue of their FA Cup triumph last season, played out a hard-fought draw with the Belgians at the Jan Breydel Stadium in Bruges and Coyle was thrilled with the efforts of the Latics.
"We knew that at different periods we were going to have to stand up and defend well," he said.
"I said before the game that Zulte-Waregem have some very good attacking players, and nothing has altered my opinion.
"We knew that and obviously they were the home team and trying to push on late in the game.
"Having said that, as much as we had to defend well, if we had taken care a little bit more on the counter-attack we could have scored a couple of goals ourselves.
"From start to finish it was an outstanding debut in European football for everyone associated with the football club.
"The players performed out of their skins and defended well when they had to.
"And to have 2,500 fans travel over here in the torrential rain... They sang their hearts out and gave the players a lot to fight for.
"Equally, the players are sending them home with a smile on their face tonight because it is certainly a well-earned point. I am delighted overall."