The Clarets edged the tie 1-0 thanks to a Wade Elliott goal and Coyle was not too concerned by the stick being dished out by some of the home fans.
He commented: "My focus was on the game. I was aware of the noise but that was all it was.
"I had to fight tooth and nail for everything I have earned in football. Burnley benefited from that. I took over a team that was in the bottom half of the Championship and got them into the Premier League.
"It is such a unique club. It would take something special to rival the passion these supporters have for their club. I tapped into that, so when it comes back to bite you on the bottom you just have to get on with it.
"It won't take away the special times I had with the club. I will never have a negative word to say about this football club. For two years I was a hero, now I am a villain."