The defender left last week to join Middlesbrough on-loan.
“He's a special fella, he really is," Coady said. “He's been special for myself but also for this football club.
“He's led Wolves for years when the club was at its lowest really and he brought it back up.
“As a captain he's been absolutely sensational – he'll be missed by the club and the lads.
“I hope he goes there and has a fantastic season with Middlesbrough.
“We've all wished him well, all the boys have texted him and rang him."