The Clarets were extremely close to having a taste of Wembley action when they were just beaten by Tottenham in the Carling Cup semi-final but now a new opportunity has presented itself.
"It's probably the best (upset) because it's the one that counts just now and the Carling Cup is finished," Coyle said.
"We'd love to have an FA Cup adventure similar to the Carling Cup and I stressed that to the players.
"Each and every game we want to win, and we were underdogs again against another Premier League team.
"I certainly thought we deserved to win and it's always nice to take a big scalp.
"Whoever we play in the next round - and we're playing away again - it will be an opportunity to get into quarter-finals.
"We will certainly be respectful but we've shown that we can win matches home and away."