The Irishman, now 30, admits he wants to break his trophy duck.
"My desire is to win a trophy here," Coleman told the Daily Mail. "When you go out to Millwall in the FA Cup as we did, when you talk about how you react to results, God that was hard to take. This clubs needs a cup run.
"It needs a trophy to get us going. But if managing can happen, then why not? I know it's not easy nowadays and there are all sorts of top managers out there. But you have got to believe things are possible. In life you have got to have dreams."