The Daily Mail says Coyle is lining up a £2million move for McClean.
Blackburn are also in for the Republic of Ireland international as they look to pay-off Morten Gamst Pedersen.
However, Coyle is hopeful of persuading McClean he can make a quick return to the top flight by joining Wigan.
Coyle said: "We're chasing one very good player as we speak. Whether we're able to get him in remains to be seen, but I'm certainly not finished adding to the quality we have here."
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