Coyle, who got the Clarets promoted to the Barclays Premier League in 2009, departed Turf Moor in January to take over at Wanderers.
The 44-year-old makes his first return to the stadium on Tuesday when the two sides meet in the Carling Cup third round, and Coyle insists he would still be in charge at Burnley if he had let his heart rule over his head.
"If it was just down to emotion, and emotion alone, I would never have left Burnley," Coyle said.
"But I had to look at the bigger picture and I made a footballing decision because of the infrastructure and everything else at Bolton.
"I'd been here as a player and I knew everything that goes with that as well, and that was how it was made.
"Was it emotional leaving? Absolutely. Will it be emotional tomorrow night? Of course it will. I wouldn't be evasive or try to get away from that.
"But regardless of how I'm treated tomorrow night or the reception that I get, nothing will ever take away from the feeling I have for Burnley Football Club. It goes without saying."